Value-at-Risk for fixed-income portfolios: a Kalman filtering approach (Q5382704)

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scientific article; zbMATH DE number 7067531
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Value-at-Risk for fixed-income portfolios: a Kalman filtering approach
scientific article; zbMATH DE number 7067531

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    Value-at-Risk for fixed-income portfolios: a Kalman filtering approach (English)
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    18 June 2019
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    value-at-risk
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    fixed-income portfolios
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