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subject:"Portfolio-Management"
subject:"Anlageverhalten"
~isPartOf:"Quantitative finance"
~person:"Alexander, Carol"
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Anlageverhalten
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Alexander, Carol
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Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
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