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Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
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2022
Persistent link: https://www.econbiz.de/10012886096
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2
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
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3
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
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4
Alternative graphical representations of the confidence intervals for the structural coefficient from exactly identified two-stage least squares
Hirschberg, Joseph G.
;
Lye, Jenny N.
-
2017
Persistent link: https://www.econbiz.de/10011618901
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5
Inverse test confidence intervals for turning points : a demonstration with higher order polynomials
Lye, Jenny N.
;
Hirschberg, Joseph G.
-
2012
Persistent link: https://www.econbiz.de/10009625540
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6
Optimality tests for multi-horizon forecasts
Capistrán Carmona, Carlos
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003597682
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7
Persuasion : reflections on economics, data and the 'homogeneity assumption'
Fforde, Adam
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240638
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