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~person:"Polanski, Arnold"
~subject:"Capital income"
~subject:"Method of moments"
~subject:"Prognoseverfahren"
~type_genre:"Working Paper"
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Polanski, Arnold
McAleer, Michael
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Pérez Amaral, Teodosio
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Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
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2017
Persistent link: https://www.econbiz.de/10011669462
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2
Efficient evaluation of multidimensional time-varying density forecasts with an application to risk management
Polanski, Arnold
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Stoja, Evarist
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2009
Persistent link: https://www.econbiz.de/10008660179
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Dynamic density forecasts for multivariate asset returns
Polanski, Arnold
;
Stoja, Evarist
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2009
Persistent link: https://www.econbiz.de/10008660180
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