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source:"econis"
~isPartOf:"Quantitative finance and economics"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
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Sang Phu Nguyen
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Quantitative finance and economics
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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European journal of operational research : EJOR
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International journal of forecasting
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International review of economics & finance : IREF
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Reihe Quantitative Ökonomie : Ökon
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Risk management : a journal of risk, crisis and disaster
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An application of Regular Vine copula in portfolio risk forecasting : evidence from Istanbul stock exchange
Özgür, Cemile
;
Sarıkovanlık, Vedat
- In:
Quantitative finance and economics
5
(
2021
)
3
,
pp. 452-470
Persistent link: https://www.econbiz.de/10012592480
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2
Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
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3
How often is the financial market going to collapse?
Frahm, Gabriel
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 590-614
Persistent link: https://www.econbiz.de/10012156795
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