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Aymen Ben Rejeb,Ousama Ben Salha,Jaleleddine Ben Rejeb
Pág. 110 - 125
The main purpose of this paper is to compare empirically four Value-at-Risk simulation methods, namely, the Variance-Covariance, the Historical Simulation, the Bootstrapping and the Monte Carlo. We tried to estimate the VaR associated to three currencies...
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