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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of investment strategies"
~subject:"Finanzanalyse"
~subject:"Option trading"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of investment strategies
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Correctness of backtest engines
Löw, Robert
;
Maier-Paape, Stanislaus
;
Platen, Andreas
- In:
The journal of investment strategies
6
(
2017
)
3
,
pp. 31-52
Persistent link: https://www.econbiz.de/10011731211
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2
Using order statistics to estimate confidence intervals for quantile-based risk measures
Dowd, Kevin
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 9-14
Persistent link: https://www.econbiz.de/10003961010
Saved in:
3
Implied volatility indexes and daily value at risk models
Giot, Pierre
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 54-64
Persistent link: https://www.econbiz.de/10003010792
Saved in:
4
An empirical evaluation of value at risk by scenario simulation
Abken, Peter A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 12-29
Persistent link: https://www.econbiz.de/10001500033
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