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A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis

✍ Scribed by Helmut Herwartz; Israel Waichman

Book ID: 105855351
Publisher: Springer
Year: 2010
Tongue: English
Weight: 128 KB
Volume: 25
Category: Article
ISSN: 0943-4062
DOI: 10.1007/s00180-010-0194-4

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