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In this paper, the authors present a new value-at-risk (VaR) model for the estimation of market risk in banks and other financial institutions. The model is labeled a new historical bootstrap VaR ...
This paper updates the Skoog-Ciecka-Krueger (2011) study which used 2005-09 U.S. population labor force data to estimate worklife expectancies. This update presents estimates using 2012-17 labor force ...
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