An extreme analysis of VaRs for emerging market benchmark bonds
Year of publication: |
2003
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Authors: | Kiesel, Rüdiger ; Perraudin, William R. M. ; Taylor, Alex |
Published in: |
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures. - Heidelberg [u.a.] : Physica-Verlag, ISBN 3-7908-0054-6. - 2003, p. 111-137
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Subject: | Schätztheorie | Estimation theory | Schätzung | Estimation | Schwellenländer | Emerging economies | Öffentliche Anleihe | Public bond | Rendite | Yield | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers |
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