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~person:"Kuester, Keith"
~person:"Samorodnitsky, Gennady"
~person:"Steude, Sven Christian"
~subject:"Risk measure"
~type_genre:"Aufsatz in Zeitschrift"
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Kuester, Keith
Samorodnitsky, Gennady
Steude, Sven Christian
Paolella, Marc S.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
Saved in:
2
Value-at-risk prediction : a comparison of alternative strategies
Kuester, Keith
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 53-89
Persistent link: https://www.econbiz.de/10003313345
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