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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Bertail, Patrice"
~person:"Bianchi, Michele Leonardo"
~person:"Scaillet, Olivier"
~subject:"Performance-Messung"
~subject:"Statistical distribution"
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
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2003
Persistent link: https://www.econbiz.de/10001812434
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A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
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2002
Persistent link: https://www.econbiz.de/10001720937
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