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scientific article; zbMATH DE number 7366629
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 7366629 |
Statements
1 July 2021
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volatility index
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tail index regression
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CVaR
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systematic tail risk
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0.88826513
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0.8743433
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0.86329293
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0.86139774
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0.86136854
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0.86002576
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0.8543235
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0.8533509
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