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On the modeling assumptions of Historical Simulation for Value-at-Risk

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Grelsson, Björn Löfdahl
Format:	Preprint
Publié:	2026
Sujets:	Risk Management
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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