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Forecasting Value at Risk with Historical and Filtered Historical Simulation Methods

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Identiferoai:union.ndltd.org:UPSALLA/oai:DiVA.org:uu-119756
Date January 2009
CreatorsPiroozfar, Ghashang
PublisherUppsala University, Department of Mathematics
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, text
RelationU.U.D.M. project report ; 15

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