Statistical Report for Estimating the Joint Tail Risk Under the Filtered Historical Simulation. An Application to the CCP's Default and Waterfall Fund
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| Title | Creator | Publisher | Date | Count |
|---|---|---|---|---|
| Estimating the Joint Tail Risk Under the Filtered Historical Simulation. An Application to the CCP's Default and Waterfall Fund | Geneva :Swiss Finance Institute | 2015 | 1 |