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isPartOf:"Tinbergen Institute Discussion Paper"
~isPartOf:"Studies in economics and finance"
~isPartOf:"Tinbergen Institute Discussion Papers"
~subject:"Financial conglomerates"
~subject:"Insurance"
~subject:"Schätzung"
~type:"article"
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Search: subject_exact:"Extreme value theory"
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Tinbergen Institute Discussion Paper
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Improved VaR forecasts using extreme value theory with the Realized GARCH model
Paul, Samit
;
Sharma, Prateek
- In:
Studies in economics and finance
34
(
2017
)
2
,
pp. 238-259
Persistent link: https://www.econbiz.de/10011822635
Saved in:
2
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
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