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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of commodity markets"
~person:"Wied, Dominik"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
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Wied, Dominik
Weiß, Gregor
3
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2
Clark, Todd E.
2
Marcellino, Massimiliano
2
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2
Ziggel, Daniel
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Discussion papers / CEPR
Journal of banking & finance
Journal of commodity markets
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Journal of empirical finance
1
Journal of risk
1
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ECONIS (ZBW)
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Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
2
A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
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