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accessRights:"free"
person:"White, Halbert"
~person:"Cai, Zongwu"
~person:"Einmahl, John H. J."
~subject:"Risikomaß"
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Risikomaß
Estimation theory
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Estimation
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White, Halbert
Cai, Zongwu
Einmahl, John H. J.
Daouia, Abdelaati
4
Kratz, Marie
4
Ardia, David
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Bräutigam, Marcel
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El Ghourabi, Mohamed
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Gammoudi, Imed
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Hoogerheide, Lennart F.
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Härdle, Wolfgang K.
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Liu, Xiyuan
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Manganelli, Simone
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Pei, Pei
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Stupfler, Gilles
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Wang, Weining
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Belkacem, Lotfi
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Bolancé, Catalina
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Bormann, Carsten
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Carnero, M. Angeles
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Chernozhukov, Victor
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Corradin, Fausto
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Du, Songzi
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Escanciano, Juan Carlos
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Giacomini, Enzo
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Gibson, Michael S.
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Padoan, Simone A.
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Working papers series in theoretical and applied economics
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ECONIS (ZBW)
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A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
2
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
3
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
4
A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu
;
Liu, Xiyuan
-
2020
Persistent link: https://www.econbiz.de/10012312878
Saved in:
5
Assessing tail risk using expectile regressions with partially varying coefficients
Cai, Zongwu
;
Fang, Ying
;
Tian, Dingshi
-
2018
Persistent link: https://www.econbiz.de/10011965749
Saved in:
6
VAR for VaR : measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
-
2015
Persistent link: https://www.econbiz.de/10011288642
Saved in:
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