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Trüstedt, M.’ AUTHOR PAGE
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E-Mail: truested@mathematik.tu-muenchen.de
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Affiliation: Cornell University
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VaR - A Measure for Extreme Risk 1998
Emmer, Suzanne
Kluppelberg, Claudia
Trüstedt, M.
 
Common methods for the estimation of the Value-at-Risk (VaR) are the empirical method and the normal method. We present an alternative estimation proc...
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