A value-at-risk approach with kernel estimator
Year of publication: |
2009
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Authors: | Huang, Alex |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 4/6, p. 379-395
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Subject: | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Nichtparametrisches Verfahren | Nonparametric statistics | Core | Schätzung | Estimation |
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