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subject:"Regressionsanalyse"
type_genre:"Collection of articles written by one author"
~isPartOf:"The European journal of finance"
~subject:"Prognoseverfahren"
~subject:"VAR model"
~type_genre:"Conference paper"
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Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni
;
Rivieccio, Giorgia
;
Corsaro, Stefania
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
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