A note on pivotal value-at-risk estimates (Q4930136)
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scientific article; zbMATH DE number 5792651
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| English | A note on pivotal value-at-risk estimates |
scientific article; zbMATH DE number 5792651 |
Statements
A note on pivotal Value-at-Risk estimates (English)
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28 September 2010
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pivotal statistic
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structure model
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0.7963752150535583
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0.7553871273994446
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0.7496787309646606
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