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OLC EcoSci
ECONIS (ZBW)
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Multivariate extremes at work for portfolio risk management
Bouyé, Eric
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 125-144
Persistent link: https://www.econbiz.de/10009918879
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2
Representations of I(2) cointegrated systems using the Smith-McMillan form
Haldrup, Niels
;
Salmon, Mark
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 303-326
Persistent link: https://www.econbiz.de/10006789285
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3
On the Differential Geometry of the Wald Test with Nonlinear Restrictions
Critchley, Frank
;
Marriott, Paul
;
Salmon, Mark
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1213-1222
Persistent link: https://www.econbiz.de/10006795979
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4
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE
Marcellino, Massimiliano
;
Salmon, Mark
- In:
Macroeconomic dynamics
6
(
2002
)
1
,
pp. 167
Persistent link: https://www.econbiz.de/10006034808
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5
EDITOR'S INTRODUCTION
Salmon, Mark
- In:
Macroeconomic dynamics
6
(
2002
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10006034815
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6
Dependency without copulas or ellipticity
Bouye, Eric
;
Salmon, Mark
- In:
The European journal of finance
15
(
2009
)
7
,
pp. 661-675
Persistent link: https://www.econbiz.de/10008338404
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7
Performance measurement with loss aversion
Gemmill, Gordon
;
Hwang, Soosung
;
Salmon, Mark
- In:
The journal of asset management
7
(
2006-07
)
3-4
,
pp. 190-207
Persistent link: https://www.econbiz.de/10007388855
Saved in:
8
Performance measurement with loss aversion
Gemmill, Gordon
;
Hwang, Soosung
;
Salmon, Mark
- In:
The journal of asset management
7
(
2006-07
)
3-4
,
pp. 190-207
Persistent link: https://www.econbiz.de/10007393209
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9
Market stress and herding
Hwang, Soosung
;
Salmon, Mark
- In:
Journal of empirical finance
11
(
2004
)
4
,
pp. 585-616
Persistent link: https://www.econbiz.de/10007229909
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10
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
Kozhan, Roman
;
Salmon, Mark
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1106-1123
Persistent link: https://www.econbiz.de/10008882150
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