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person:"Pesaran, M. Hashem"
~isPartOf:"Journal of forecasting"
~person:"Kaiser, Thomas"
~person:"Lucas, André"
~person:"McAleer, Michael"
~person:"Vlahu, Razvan"
~subject:"Bankrisiko"
~subject:"Basel Accord"
~subject:"Risikomaß"
~subject:"Risk measure"
~subject:"Scientific modelling"
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Journal of forecasting
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
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