Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates
| Autor: | Fries, Christian P., Nigbur, Tobias, Seeger, Norman |
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| Zdroj: | In Journal of Empirical Finance June 2017 42:175-198 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect