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subject:"Probability theory"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"The econometrics journal"
~person:"Hoga, Yannick"
~subject:"VAR-Modell"
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Hoga, Yannick
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Journal of time series econometrics
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Testing for changes in (extreme) VaR
Hoga, Yannick
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
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