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language:"eng"
subject:"risk management"
~person:"Benito Muela, Sonia"
~subject:"Estimation theory"
~subject:"Finanzkrise"
~type_genre:"Article in journal"
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risk management
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Benito Muela, Sonia
Kouvelis, Panos
10
Krewski, Daniel R.
7
Grody, Allan D.
6
Grima, Simon
5
McAleer, Michael
5
Wieczorek-Kosmala, Monika
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Zéghal, Daniel
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Broll, Udo
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Ceretta, Paulo Sergio
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Janabi, Mazin A. M. al
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Journal of risk
1
The journal of risk model validation
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ECONIS (ZBW)
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Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
2
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
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