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"A comparison of bootstrap and Monte-Carlo testing approaches to ..."

Helmut Herwartz, Israel Waichman (2010)

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DOI: 10.1007/S00180-010-0194-4

access: closed

type: Journal Article

metadata version: 2020-07-09

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Helmut Herwartz, Israel Waichman:
A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis. Comput. Stat. 25(4): 725-732 (2010)

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