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type_genre:"Non-commercial literature"
~isPartOf:"Finance and economics discussion series"
~subject:"Risk measure"
~type_genre:"Arbeitspapier"
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Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
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2021
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This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
2
Bayesian analysis of stochastic volatility models with levy jumps : application to risk analysis
Szerszen, Pawel J.
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2009
Persistent link: https://www.econbiz.de/10003932677
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3
Incorporating event risk into Value-at-Risk
Gibson, Michael S.
-
2001
Persistent link: https://www.econbiz.de/10001573187
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4
Improving grid-based methods for estimating value at risk of fixed-income portfolios
Gibson, Michael S.
;
Pritsker, Matthew
-
2000
Persistent link: https://www.econbiz.de/10001486259
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