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  • Search: subject:"HAR-QREG/Quantile regression"
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ARCH model 1 ARCH-Modell 1 Forecasting model 1 HAR-QREG/Quantile regression 1 Heterogeneous investors 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1 Theorie 1 Theory 1 Value-at-risk 1 Volatility 1 Volatilität 1
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Haugom, Erik 1 Ray, Rina 1 Ullrich, Carl J. 1 Veka, Steinar 1 Westgaard, Sjur 1
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Finance research letters 1
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A parsimonious quantile regression model to forecast day-ahead value-at-risk
Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar; … - In: Finance research letters 16 (2016), pp. 196-207
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