Probability-unbiased Value-at-Risk estimators

Probability-unbiased Value-at-Risk estimators

Francioni, Ivo, Herzog, Florian
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Volume:
12
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697681003687569
Date:
May, 2012
File:
PDF, 855 KB
english, 2012
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