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Uncertainty in Value-at-risk Estimates under Parametric and Non-parametric Modeling

✍ Scribed by Wolfgang Aussenegg; Tatiana Miazhynskaia

Book ID: 107341564
Publisher: Springer US
Year: 2006
Tongue: English
Weight: 333 KB
Volume: 20
Category: Article
ISSN: 1555-4961
DOI: 10.1007/s11408-006-0020-8

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