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~subject:"Estimation theory"
~person:"Angelidis, Timotheos"
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Angelidis, Timotheos
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Backtesting VaR Models : A Τwo-Stage Procedure
Angelidis, Timotheos
-
2018
Academics and practitioners have extensively studied
Value-at-Risk
(VaR) to propose a unique risk management technique …
Persistent link: https://www.econbiz.de/10012910117
Saved in:
2
Econometric modeling of
value-at-risk
Angelidis, Timotheos
;
Degiannakis, Stavros
-
2009
Persistent link: https://www.econbiz.de/10003803434
Saved in:
3
Econometric modeling of
value-at-risk
Angelidis, Timotheos
;
Degiannakis, Stavros
- In:
New econometric modelling research
,
(pp. 9-60)
.
2008
Persistent link: https://www.econbiz.de/10003693968
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