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~person:"Weiß, Gregor"
~isPartOf:"Review of quantitative finance and accounting"
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Review of quantitative finance and accounting
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Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
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