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~language:"eng"
~person:"Hassani, Samir Saissi"
~person:"Trojani, Fabio"
~subject:"Prognoseverfahren"
~subject:"VaR"
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Prognoseverfahren
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10
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Hassani, Samir Saissi
Trojani, Fabio
McAleer, Michael
40
Pérez Amaral, Teodosio
15
Dionne, Georges
12
Jiménez-Martín, Juan-Ángel
12
Caporin, Massimiliano
10
Chlebus, Marcin
10
Gerlach, Richard
10
Weiß, Gregor
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Wied, Dominik
10
Allen, David E.
9
Hoogerheide, Lennart F.
9
Lönnbark, Carl
9
Paolella, Marc S.
9
Polanski, Arnold
9
Stoja, Evarist
9
Taylor, James W.
9
Asai, Manabu
8
Chen, Cathy W. S.
8
Dimitriadis, Timo
8
Gupta, Rangan
8
Hoogerheide, Lennart
8
Ardia, David
7
Berens, Tobias
7
Degiannakis, Stavros
7
Dijk, Herman K. van
7
Marcellino, Massimiliano
7
McNeil, Alexander J.
7
Wang, Chao
7
Ziggel, Daniel
7
Carriero, Andrea
6
Clark, Todd E.
6
Degiannakis, Stavros Antonios
6
Ganics, Gergely
6
Herrera, Rodrigo
6
Hoga, Yannick
6
Mittnik, Stefan
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Patton, Andrew J.
6
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Journal of risk
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ECONIS (ZBW)
15
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1
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
2
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014234014
Saved in:
3
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
4
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013279729
Saved in:
5
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
Saved in:
6
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
7
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
8
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
9
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
10
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
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