Study of stock index risk measures (Q3403496)
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scientific article; zbMATH DE number 5670390
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| English | Study of stock index risk measures |
scientific article; zbMATH DE number 5670390 |
Statements
12 February 2010
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stock index contract
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VaR model
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ES model
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POT model
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0.7260375022888184
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0.7164635062217712
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0.7108563780784607
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0.7013915181159973
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