Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling (Q5168709)
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scientific article; zbMATH DE number 6318631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling |
scientific article; zbMATH DE number 6318631 |
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Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling (English)
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19 July 2014
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