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subject:"Risk measure"
~isPartOf:"International journal of forecasting"
~person:"Karmakar, Madhusudan"
~person:"Nieto, Maria Rosa"
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Karmakar, Madhusudan
Nieto, Maria Rosa
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International journal of forecasting
Review of financial economics : RFE
2
International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
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Frontiers in VaR forecasting and backtesting
Nieto, Maria Rosa
;
Ruiz, Esther
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
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