A decision rule to minimize daily capital charges in forecasting value-at-risk (Q3065548)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A decision rule to minimize daily capital charges in forecasting value-at-risk |
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A decision rule to minimize daily capital charges in forecasting value-at-risk (English)
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6 January 2011
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daily capital charges
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endogenous violations
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frequency of violations
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optimizing strategy
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risk forecasts
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value-at-risk
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