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~isPartOf:"Journal of banking & finance"
~subject:"Risk management"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
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Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
2
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
3
Systematic multi-period stress scenarios with an application to CCP risk management
Genaro, Alan de
- In:
Journal of banking & finance
67
(
2016
),
pp. 119-134
Persistent link: https://www.econbiz.de/10011634669
Saved in:
4
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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