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~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Prognoseverfahren
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161
Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil
;
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001537678
Saved in:
162
Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market
Daníelsson, Jón
;
Morimoto, Yuji
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2000
Persistent link: https://www.econbiz.de/10001468860
Saved in:
163
Backtesting beyond VaR
Härdle, Wolfgang
;
Stahl, Gerhard
-
1999
Persistent link: https://www.econbiz.de/10001470768
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