Quantile approximations in auto-regressive portfolio models

Quantile approximations in auto-regressive portfolio models

Aleš Ahčan, Igor Masten, Sašo Polanec, Mihael Perman
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Volume:
235
Year:
2011
Language:
english
Pages:
8
DOI:
10.1016/j.cam.2010.09.023
File:
PDF, 255 KB
english, 2011
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