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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Catania, Leopoldo"
~person:"So, Mike Ka-pui"
~subject:"Derivat"
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Risikomaß
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Derivat
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Catania, Leopoldo
So, Mike Ka-pui
Hong, Yongmiao
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Journal of econometrics
International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
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2
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
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