Dynamic semiparametric models for expected shortfall (and value-at-risk) (Q2000869)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic semiparametric models for expected shortfall (and value-at-risk) |
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Dynamic semiparametric models for expected shortfall (and value-at-risk) (English)
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1 July 2019
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risk management
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tails
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crashes
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forecasting
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generalized autoregressive score
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