Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets (Q5947894)
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scientific article; zbMATH DE number 1666260
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets |
scientific article; zbMATH DE number 1666260 |
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Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets (English)
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23 October 2001
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distribution function
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0.7840933203697205
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0.7613784670829773
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0.7601667046546936
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0.7428660988807678
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0.7359178066253662
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