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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Ghose, Devajyoti"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Risikomanagement"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Spanos, Aris
Harvey, David I.
5
Leybourne, Stephen James
5
Taylor, Robert
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Audrino, Francesco
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Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
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2
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
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