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~institution:"Springer-Verlag GmbH"
~institution:"Uniwersytet Warszawski / Wydział Nauk Ekonomicznych"
~language:"eng"
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Old-fashioned parametric models are still the best : a comparison of Value-at-Risk approaches in several volatility states
Buczyński, Mateusz
;
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2019
Persistent link: https://www.econbiz.de/10012041611
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2
Is CAViaR model really so good in Value at Risk forecasting? : evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GAR...
Buczyński, Mateusz
;
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2017
Persistent link: https://www.econbiz.de/10011907622
Saved in:
3
Enterprise risk management models
Olson, David L.
;
Wu, Desheng Dash
-
2020
-
Third edition
Persistent link: https://www.econbiz.de/10012119130
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4
EWS-GARCH : new regime switching approach to forecast value-at-risk
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011788233
Saved in:
5
Enterprise risk management models
Olson, David L.
;
Wu, Desheng Dash
-
2017
-
Second edition
Persistent link: https://www.econbiz.de/10011544952
Saved in:
6
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Chen, Cathy Yi-Hsuan
(
ed.
); …
-
2017
-
Third edition
Persistent link: https://www.econbiz.de/10011607343
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