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type_genre:"Arbeitspapier"
~isPartOf:"Bank of Japan working paper series"
~subject:"Estimation"
~subject:"Theory"
~subject:"Welt"
~type_genre:"Fallstudie"
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Benchmarking of unconditional VaR and ES calculation methods : a comparative simulation analysis with truncated stable distribution
Isogai, Takashi
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2014
Persistent link: https://www.econbiz.de/10010246679
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