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~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of risk model validation"
~person:"Graham, Alasdair"
~subject:"Ausreißer"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Research paper series / Swiss Finance Institute
The journal of risk model validation
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Backtesting value-at-risk tail losses on a dynamic portfolio
Graham, Alasdair
;
Pál, János
- In:
The journal of risk model validation
8
(
2014
)
2
,
pp. 59-96
Persistent link: https://www.econbiz.de/10010394657
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