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isPartOf:"CESifo Working Paper"
~isPartOf:"IMF Staff Country Reports"
~isPartOf:"New political economy"
~person:"Auer, Benjamin R."
~subject:"financial crisis"
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Auer, Benjamin R.
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How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?
Auer, Benjamin R.
;
Mögel, Benjamin
-
2016
proposed methods based on the Box-Cox transformation, L-moment
estimation
and the Johnson system of distributions. We find that …
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