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~isPartOf:"European economic review : EER"
~isPartOf:"Working papers"
~subject:"VAR model"
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VAR model
Theorie
634
Theory
634
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161
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161
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116
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116
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112
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112
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108
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108
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99
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99
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94
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90
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Korobilis, Dimitris
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Panagiōtidēs, Theodōros
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2
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2
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2
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2
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193
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193
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185
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179
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165
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156
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154
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137
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127
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125
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117
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114
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99
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90
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89
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86
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60
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48
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ECONIS (ZBW)
94
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1
A vector multiplicative error
model
with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
Saved in:
2
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
3
What drives inventory accumulation? : news on rates of return and marginal costs
Görtz, Christoph
;
Gunn, Christopher M.
;
Lubik, Thomas A.
-
2022
Persistent link: https://www.econbiz.de/10013366809
Saved in:
4
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
5
Is there news in inventories?
Görtz, Christoph
;
Gunn, Christopher M.
;
Lubik, Thomas A.
-
2021
Persistent link: https://www.econbiz.de/10012704698
Saved in:
6
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
7
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
Saved in:
8
Agreed and disagreed uncertainty
Gambetti, Luca
;
Korobilis, Dimitris
;
Tsoukalas, John D.
; …
-
2023
Persistent link: https://www.econbiz.de/10013532340
Saved in:
9
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
10
The new international regulation of market risk : roles of VaR and CVaR in
model
validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
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