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Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
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2022
Persistent link: https://www.econbiz.de/10012886096
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Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
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Fiorentini, Gabriele
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Sentana, Enrique
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2021
Persistent link: https://www.econbiz.de/10012631226
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