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~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper"
~person:"Ghysels, Eric"
~person:"Raponi, Valentina"
~subject:"Financial services"
~subject:"Prognoseverfahren"
~subject:"Statistischer Test"
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Ghysels, Eric
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Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
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Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
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