Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (Q6634847)
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scientific article; zbMATH DE number 7940644
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| English | Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution |
scientific article; zbMATH DE number 7940644 |
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Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (English)
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8 November 2024
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