Value at risk with filtered historical simulation

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Veröffentlicht in:ITISE (2015 : Granada) Time series analysis and forecasting
1. Verfasser: Bohdalová, Mária (VerfasserIn)
Weitere Verfasser: Greguš, Michal (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2016
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