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subject:"Risk measure"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~person:"Zakoïan, Jean-Michel"
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Volatility
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Zakoïan, Jean-Michel
Francq, Christian
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Journal of econometrics
Journal of forecasting
Annals of economics and statistics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
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2
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
3
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
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