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~accessRights:"free"
~person:"Daníelsson, Jón"
~person:"Mittnik, Stefan"
~subject:"Historical Simulation"
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Historical Simulation
Value-at-Risk
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Daníelsson, Jón
Mittnik, Stefan
Vries, Casper G. de
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Buberkoku, Onder
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1
Value-at-risk
and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Value-at-Risk
(VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled …
Persistent link: https://www.econbiz.de/10010533206
Saved in:
2
Value-at-Risk
and Extreme Returns
Daníelsson, Jón
;
Vries, Casper G. de
-
Tinbergen Instituut
-
1998
Value-at-Risk
(VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled …
Persistent link: https://www.econbiz.de/10011257005
Saved in:
3
Value-at-Risk
and Extreme Returns
Daníelsson, Jón
;
de Vries, Casper G.
-
1998
Value-at-Risk
(VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled …
Persistent link: https://www.econbiz.de/10010324710
Saved in:
4
Value-at-Risk
and Extreme Returns
Daníelsson, Jón
;
Vries, Casper G. de
-
Tinbergen Institute
-
1998
Value-at-Risk
(VaR) analysis. We propose a semi-parametric method for VaR evaluation. The largest risks are modelled …
Persistent link: https://www.econbiz.de/10005281958
Saved in:
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