Empirical Issues in Value-at-Risk (Q4661642)
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scientific article; zbMATH DE number 2149108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Issues in Value-at-Risk |
scientific article; zbMATH DE number 2149108 |
Statements
Empirical Issues in Value-at-Risk (English)
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30 March 2005
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value-at-risk
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parameter uncertainty
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time-varying volatility
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fat tails
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