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accessRights:"restricted"
type:"article"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Risikomanagement
56
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Allen, David
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Koike, Takaaki
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Journal of empirical finance
Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
4
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Astin bulletin : the journal of the International Actuarial Association
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Computers & operations research : and their applications to problems of world concern ; an international journal
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European journal of operational research : EJOR
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Finance research letters
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Robustness in econometrics
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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African finance journal
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Annals of operations research ; volume 284, numbers 1 (January 2020)
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Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
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Asia-Pacific journal of risk and insurance : APJRI
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1
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
2
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
3
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
4
Estimation of risk contributions with MCMC
Koike, Takaaki
;
Minami, Mihoko
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10012194808
Saved in:
5
Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
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