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person:"Nielsen, Jens Perch"
~isPartOf:"Working paper series / European Central Bank"
~person:"Dette, Holger"
~person:"White, Halbert"
~subject:"Scientific modelling"
~subject:"Statistical distribution"
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Nielsen, Jens Perch
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Working paper series / European Central Bank
Journal of econometrics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Maximum likelihood estimation of misspecified models : twenty years later
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VAR for VaR : measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
-
2015
Persistent link: https://www.econbiz.de/10011288642
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