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~isPartOf:"Asia-Pacific financial markets"
~subject:"ARMA-Modell"
~subject:"Risikomaß"
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In search of robust methods for multi-currency portfolio construction by value at risk
Tang, Mei-Ling
;
Do, Trung K.
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 107-126
Persistent link: https://www.econbiz.de/10012308050
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2
Risk management for linear and non-linear assets : a bootstrap method with importance resampling to evaluate value-at-risk
Lin, Shih-kuei
;
Wang, Ren-her
;
Fuh, Cheng-der
- In:
Asia-Pacific financial markets
13
(
2006
)
3
,
pp. 261-295
Persistent link: https://www.econbiz.de/10003609500
Saved in:
3
Change in volatility in the won US dollar daily exchange rate : stochastic volatility model
Lee, Jinsoo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001506579
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