A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL |
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A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (English)
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20 May 2008
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value-at-risk
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expected shortfall
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Paretian stable laws
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extreme value theory
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