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Nonlinear prediction of conditional percentiles for value-at-risk

Year of publication:
1999
Authors: Chang, Isaac J.
Published in:
Subject: Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Theorie | Theory | Risikomaß | Risk measure | Wechselkurs | Exchange rate | USA | United States | Deutschland | Germany | 1985-1997
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In German libraries (KVK)
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