scientific article; zbMATH DE number 1449653

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zbMath0956.62106MaRDI QIDQ4955691

Stefan Huschens

Publication date: 21 May 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

normal distribution asymptotic variance quantile estimation value at risk exact confidence intervals

Mathematics Subject Classification ID

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Related Items (1)

Statistical estimation errors of VaR under ARCH returns

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