Value at risk for integrated returns and its applications to equity portfolios (Q2828621)
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scientific article; zbMATH DE number 6643462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value at risk for integrated returns and its applications to equity portfolios |
scientific article; zbMATH DE number 6643462 |
Statements
26 October 2016
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quantile
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integrated returns
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stochastic volatility model
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value at risk
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Value at risk for integrated returns and its applications to equity portfolios (English)
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