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~accessRights:"free"
~isPartOf:"CESifo Working Paper Series"
~person:"Zikovic, Sasa"
~subject:"Economic crisis"
~subject:"Industrieländer"
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Zikovic, Sasa
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Ranking of VaR and ES Models : Performance in Developed and Emerging Markets
Zikovic, Sasa
;
Filer, Randall K.
-
2021
markets) prior to and during the global
financial
crisis
. Results show that for a large number of different models there is no …
Persistent link: https://www.econbiz.de/10013315846
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2
Hybrid Historical Simulation VaR and ES : Performance in Developed and Emerging Markets
Zikovic, Sasa
-
2009
stock market indices (eight from developed and eight from emerging markets) prior to and during the 2008
financial
crisis
…
Persistent link: https://www.econbiz.de/10013155427
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