Nonparametric Value-at-Risk via Sieve Estimation (Q6399160)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Value-at-Risk via Sieve Estimation |
preprint article from arXiv |
Statements
14 May 2022
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q-fin.RM
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math.ST
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stat.TH
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Philipp Ratz
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