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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper"
~subject:"Analysis of variance"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Analysis of variance
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Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
2
Verfahren zur Value-at-Risk-Berechnung
Huschens, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001425947
Saved in:
3
Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1998
Persistent link: https://www.econbiz.de/10001422900
Saved in:
4
Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10013440918
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