Uncertainty in value-at-risk estimates under parametric and non-parametric modeling
Year of publication: |
2006
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Authors: | Aussenegg, Wolfgang ; Miazhynskaia, Tatiana |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1555-4961, ZDB-ID 20524808. - Vol. 20.2006, 3, p. 243-264
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