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~isPartOf:"Annals of financial economics"
~person:"Brownlees, Christian"
~person:"Kirchner, Axel"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Prognoseverfahren
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Annals of financial economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of monetary economics
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Evaluating the accuracy of tail risk forecasts for systemic risk measurement
Brownlees, Christian
;
Cavaliere, Giuseppe
;
Monti, Alice
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011931111
Saved in:
2
Forecasting value-at-risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework
Gabrielsen, Alexandros
;
Kirchner, Axel
;
Liu, Zhuoshi
; …
- In:
Annals of financial economics
10
(
2015
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011382540
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