Quantile approximations in auto-regressive portfolio models (Q629438)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile approximations in auto-regressive portfolio models |
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Quantile approximations in auto-regressive portfolio models (English)
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9 March 2011
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Taylor conditioned approximation
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vector auto-regressive returns
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multi-period portfolio return
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