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Value-at-risk under measurement error

Mohamed Doukali, Xiaojun Song and Abderrahim Taamouti
Year of publication:
2024
Authors: Doukali, Mohamed ; Song, Xiaojun ; Taamouti, Abderrahim
Subject: Risikomaß | Risk measure | Statistischer Fehler | Statistical error | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Fourier-Analyse | Fourier analysis
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