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institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"Federal Reserve Bank of San Francisco"
~institution:"Instituto Valenciano de Investigaciones Económicas"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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Search: subject_exact:"Risikomaß"
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Risikomaß
9
Risk measure
9
Capital income
4
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4
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4
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4
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4
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McAleer, Michael
3
Asai, Manabu
1
Caporin, Massimiliano
1
Da Veiga, Bernardo
1
Ferreira, Miguel A.
1
Gaglianone, Wagner Piazza
1
García López, José A.
1
Hammoudeh, Shawkat
1
Hoti, Suhejla
1
León Valle, Ángel Manuel
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1
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1
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1
Reale, Marco
1
Rubia, Antonio
1
Scarrott, Carl John
1
Walter, Christian A.
1
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1
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1
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
Federal Reserve Bank of San Francisco
Instituto Valenciano de Investigaciones Económicas
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
13
Springer Fachmedien Wiesbaden
8
Institut für Schweizerisches Bankwesen <Zürich>
7
Basel Committee on Banking Supervision
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Springer-Verlag GmbH
4
Friedrich-Schiller-Universität Jena
3
Pensions Institute
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3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
International Center for Financial Asset Management and Engineering
2
National Centre of Competence in Research North South <Bern>
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Konstanz
2
Verlag Dr. Kovač
2
Banco Central do Brasil
1
Bank-Verlag GmbH
1
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1
Berliner Wissenschafts-Verlag
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Books on Demand GmbH <Norderstedt>
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Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
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Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
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1
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1
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1
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1
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1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of St. Louis
1
Frankfurt School Verlag GmbH
1
Gottfried Wilhelm Leibniz Universität Hannover
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ECONIS (ZBW)
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1
Evaluating value-at-risk models via quantile regressions
Gaglianone, Wagner Piazza
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003759325
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
3
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
(
contributor
); …
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
Saved in:
4
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
5
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
6
Bayesian extreme value mixture modelling for estimating VaR
Zhao, Xin
;
Scarrott, Carl John
;
Reale, Marco
;
Oxley, Les
-
2009
Persistent link: https://www.econbiz.de/10008669712
Saved in:
7
Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
Saved in:
8
Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Saved in:
9
Forecasting time-varying covariance matrices in intradaily electricity spot prices
León Valle, Ángel Manuel
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696018
Saved in:
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