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  • Search: subject:"two-factor decomposition"
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Year of publication
Subject
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Forecast 2 Forecasting model 2 Multidimensional risk 2 Multivariate Analyse 2 Multivariate analysis 2 Prognose 2 Prognoseverfahren 2 Risiko 2 Risikomanagement 2 Risikomaß 2 Risk 2 Risk management 2 Risk measure 2 Capital income 1 Kapitaleinkommen 1 Long horizon forecasting 1 Multidimensional value at risk 1 Theorie 1 Theory 1 Two-factor decomposition 1 long-horizon forecasting 1 multidimensional Value at Risk 1 two-factor decomposition 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
All
Polanski, Arnold 2 Stoja, Evarist 2
Published in...
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International journal of forecasting 1 Staff working papers / Bank of England 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold; Stoja, Evarist - 2017
Persistent link: https://www.econbiz.de/10011669462
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Cover Image
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold; Stoja, Evarist - In: International journal of forecasting 33 (2017) 4, pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
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