Analytical VaR for international portfolios with common jumps (Q662223)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical VaR for international portfolios with common jumps |
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Analytical VaR for international portfolios with common jumps (English)
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21 February 2012
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international portfolios
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exchange rate risk
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jump-diffusion
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backtesting
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out-of-sample fitting
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