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Expected Shortfall
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The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
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Dionne, Georges
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2021
Persistent link: https://www.econbiz.de/10012545817
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The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
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