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subject:"Monte Carlo simulation"
subject:"Schätzung"
~isPartOf:"Journal of banking & finance"
~person:"Escanciano, Juan Carlos"
~subject:"Nonparametric statistics"
~subject:"Robust statistics"
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Pitfalls in backtesting Historical Simulation VaR models
Escanciano, Juan Carlos
;
Pei, Pei
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2233-2244
Persistent link: https://www.econbiz.de/10009655641
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