Titlebook: Applied Quantitative Finance; Theory and Computati Wolfgang Härdle,Torsten Kleinow,Gerhard Stahl Book 20021st edition Springer-Verlag Berli

Autobiography

Book 20021st editionmputational tools in an innovative way. All "quantlets" for the calculation of given examples in the text are executable on an XploRe Quantlet Server (XQS) and can be modified by the reader via the internet. The electronic edition can be downloaded from the web site www.i-xplore.de using the licence and registration number at the back cover.

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https://doi.org/10.1007/978-3-319-41139-2tfolio over a given period of time, at a certain confidence level. Statistically speaking, the VaR of a portfolio is the quantile of the distribution of that portfolio’s loss over a specified time interval, at a given probability level.

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Eelgrass Wax and Wane: A Case Studyf the variation associated with the nonparametric fit due to the empirical likelihood’s ability to studentize internally. The other one is that the asymptotic distributions of the test statistic are free of unknown parameters which avoids secondary plug-in estimation.

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