No label defined (Q5447431)

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scientific article; zbMATH DE number 5245319
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scientific article; zbMATH DE number 5245319

    Statements

    author
    Stoyan V. Stoyanov
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    Svetlozar T. Rachev
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    publication date
    6 March 2008
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    zbMATH Keywords
    average value-at-risk
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    heavy-tails
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62E20
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    65C05
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    91B30
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    zbMATH DE Number
    5245319
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