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Model Risk Measures : A Review...
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Time series analysis
Risikomaß
33
Risk measure
33
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30
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30
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Brasilien
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risk measures
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Righi, Marcelo Brutti
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Ceretta, Paulo Sergio
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Müller, Fernanda Maria
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Yang, Yi
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Computational economics
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Journal of banking & finance
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Risk management post financial crisis : a period of monetary easing
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ECONIS (ZBW)
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Estimating non-linear serial and cross-interdependence between financial assets
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 837-846
Persistent link: https://www.econbiz.de/10009708737
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2
Nonparametric expectile regression for conditional autoregressive expected shortfall estimation
Righi, Marcelo Brutti
;
Yang, Yi
;
Ceretta, Paulo Sergio
- In:
Risk management post financial crisis : a period of …
,
(pp. 83-95)
.
2014
Persistent link: https://www.econbiz.de/10010430687
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3
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
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