Modeling Long Term Return Distribution and Nonparametric Market Risk Estimation
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DOI: 10.1007/s13571-023-00303-x
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- Stijn De Backer & Luis E. C. Rocha & Jan Ryckebusch & Koen Schoors, 2025. "Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks," Papers 2505.13019, arXiv.org.
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Keywords
Long term asset return model; normal and bootstrap approximation of return distribution; value-at-risk; median-shortfall; back-testing.;All these keywords.
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