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Journal of empirical finance
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Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
2
The 2008 short-selling ban's impact on tail risk
Bartl, Jonas
;
Bostandzic, Denefa
;
Irresberger, Felix
; …
- In:
Journal of empirical finance
78
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015132819
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