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~isPartOf:"The journal of risk model validation"
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Backtesting value-at-risk : a comparison between filtered bootstrap and historical simulation
Brandolini, Dario
;
Colucci, Stefano
- In:
The journal of risk model validation
6
(
2012
)
4
,
pp. 3-16
Persistent link: https://www.econbiz.de/10009692964
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