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isPartOf:"The journal of fixed income"
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The journal of fixed income
CORE discussion papers : DP
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28
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1
Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework
Braione, Manuela
;
Scholtes, Nicolas K.
-
2014
Persistent link: https://www.econbiz.de/10010484186
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2
Commodities inventory effect
Carpantier, Jean-François
-
2010
Persistent link: https://www.econbiz.de/10008649479
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3
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003432749
Saved in:
4
Intra-daily FX optimal portfolio allocation
Bauwens, Luc
(
contributor
);
Ben Omrane, Walid
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326698
Saved in:
5
Value at risk for interest rate-dependent securities
Cakici, Nusret
;
Foster, Kevin R.
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 81-95
Persistent link: https://www.econbiz.de/10001774645
Saved in:
6
Value at risk estimates for Brady bond portfolios
D'Vari, Ron
;
Sosa, Juan C.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001549788
Saved in:
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