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~isPartOf:"ECARES working paper"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
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Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
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Trucios, Carlos
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2020
Persistent link: https://www.econbiz.de/10012437084
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Macro-driven VaR forecasts : from very high to very low-frequency data
Dominicy, Yves
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Vander Elst, Harry
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2015
Persistent link: https://www.econbiz.de/10011628481
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