Time series simulation with randomized quasi-monte carlo methods an application to value at risk and expected shortfall

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Veröffentlicht in:Computational economics
1. Verfasser: Tzeng, Yu-Ying (VerfasserIn)
Weitere Verfasser: Beaumont, Paul Michael (VerfasserIn), Ökten, Giray (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2018
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