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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Applied economics"
~person:"Burns, Kelly"
~person:"Chuang, I-Yuan"
~subject:"Kointegration"
~subject:"Statistical distribution"
~subject:"Value-at-Risk"
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Stochastischer Prozess
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Burns, Kelly
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Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
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Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
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