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~isPartOf:"Journal of econometrics"
~subject:"Risikomaß"
~subject:"Weight Estimation"
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Risikomaß
Weight Estimation
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Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
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