Kernel smoothing for nested estimation with application to portfolio risk measurement (Q4604901)
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scientific article; zbMATH DE number 6847299
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Kernel smoothing for nested estimation with application to portfolio risk measurement |
scientific article; zbMATH DE number 6847299 |
Statements
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement (English)
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6 March 2018
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nested estimation
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kernel estimation
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portfolio risk measurement
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0.8162843585014343
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0.772495448589325
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0.7617635726928711
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0.7518742084503174
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0.7514564990997314
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