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  • Search: subject:"Loss functions criteria"
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ARCH model 1 ARCH-Modell 1 CDS volatility 1 Credit derivative 1 Credit risk 1 Forecasting model 1 Forecasting models 1 Kreditderivat 1 Kreditrisiko 1 Loss functions criteria 1 Predictability 1 Prognoseverfahren 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Mallek, Sabrine 1 Peretti, Christian de 1 Sabkha, Saker 1
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Vie & sciences de l'entreprise : VSE ; la revue de l'Association Nationale des Docteurs ès Sciences Economiques et en Sciences de Gestion 1
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ECONIS (ZBW) 1
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Forecasting sovereign CDS VOLATILITY : a comparison of univariate GARCH-class models
Sabkha, Saker; Peretti, Christian de; Mallek, Sabrine - In: Vie & sciences de l'entreprise : VSE ; la revue de … 209 (2020), pp. 27-56
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