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~institution:"Christian-Albrechts-Universität zu Kiel"
~institution:"Instituto Valenciano de Investigaciones Económicas"
~institution:"International Center for Financial Asset Management and Engineering"
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Using asymmetric loss functions in time series econometrics
Titova, Anna
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2019
Persistent link: https://www.econbiz.de/10012021670
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On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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4
Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
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5
Forecasting time-varying covariance matrices in intradaily electricity spot prices
León Valle, Ángel Manuel
(
contributor
); …
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2002
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[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696018
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