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~subject:"VAR-Modell"
~person:"Chen, Cathy W. S."
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Search: subject_exact:"Markovsche Kette"
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VAR-Modell
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Chen, Cathy W. S.
Lütkepohl, Helmut
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Velinov, Anton
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Krolzig, Hans-Martin
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Bognanni, Mark
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Koop, Gary
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Mizon, Grayham E.
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Forecasting value-at-risk using nonlinear regression quantiles and the intraday range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619366
Saved in:
2
Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
Persistent link: https://www.econbiz.de/10009011936
Saved in:
3
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
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