Scaling laws: a viable alternative to value at risk? (Q5245356)
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scientific article; zbMATH DE number 6423403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling laws: a viable alternative to value at risk? |
scientific article; zbMATH DE number 6423403 |
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Scaling laws: a viable alternative to value at risk? (English)
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8 April 2015
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value at risk
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extreme value theory
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financial time series
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