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Butler, J. S.’ AUTHOR PAGE
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E-Mail: jsb37@cornell.edu
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Affiliation: Capital Fund Management
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Estimating Value at Risk With a Precision Measure by Combining Kernel Estimation with Historical Sim 1998
Butler, J. S.
Schachter, Barry
 
In this paper we propose an alternative way to implementthe historical simulation approach to Value-at-Risk (VaR) measurement, employing a non-paramet...
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