COMPARISON OF ESTIMATION METHODS FOR VALUE-AT-RISK (Q5076079)

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scientific article; zbMATH DE number 7526072
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COMPARISON OF ESTIMATION METHODS FOR VALUE-AT-RISK
scientific article; zbMATH DE number 7526072

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    COMPARISON OF ESTIMATION METHODS FOR VALUE-AT-RISK (English)
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    12 May 2022
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    risk measure
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    value-at-risk
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    \textit{Q-Q} plot
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    mean excess plot
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    backtesting
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