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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~person:"Scaillet, Olivier"
~subject:"Bootstrap-Verfahren"
~subject:"Estimation"
~subject:"Nonparametric statistics"
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Bootstrap-Verfahren
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Scaillet, Olivier
Bertail, Patrice
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Fermanian, Jean-David
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Research paper series / Swiss Finance Institute
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
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2003
Persistent link: https://www.econbiz.de/10001812434
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