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subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Hoga, Yannick"
~subject:"Ausreißer"
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Prognoseverfahren
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Statistical distribution
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Hoga, Yannick
Ravazzolo, Francesco
7
Blazsek, Szabolcs
6
Taylor, James W.
6
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5
Paolella, Marc S.
5
Almeida, Caio
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Catania, Leopoldo
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Chu, Chih-Kang
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Dijk, Herman K. van
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González-Rivera, Gloria
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Härdle, Wolfgang
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Jacobs, Kris
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Jiang, Cuixia
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Bekiros, Stelios
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Journal of financial econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
2
Modeling time-varying tail dependence, with application to systemic risk forecasting
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10013460046
Saved in:
3
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
4
Extreme conditional tail moment estimation under serial dependence
Hoga, Yannick
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10012152234
Saved in:
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