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  • Search: subject:"Converging Correlation"
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ARCH model 1 ARCH-Modell 1 Capital income 1 Converging Correlation 1 Correlation 1 Economic convergence 1 Estimation 1 Estimation theory 1 Kapitaleinkommen 1 Korrelation 1 Leptokurtic Returns 1 Measurement 1 Messung 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 Schätzung 1 Stylised Facts 1 Time series analysis 1 VAR model 1 VAR-Modell 1 VaR 1 Volatility 1 Volatility Clustering 1 Volatilität 1 Wirtschaftliche Konvergenz 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Gumbo, Victor 1 Siziba, Simiso 1
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Journal of mathematical finance 1
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An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor; Siziba, Simiso - In: Journal of mathematical finance 6 (2016) 1, pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
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