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~accessRights:"restricted"
~language:"eng"
~person:"Polanski, Arnold"
~person:"Vries, Casper G. de"
~subject:"Risikomaß"
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Risikomaß
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Polanski, Arnold
Vries, Casper G. de
Wang, Ruodu
23
Righi, Marcelo Brutti
18
Hammoudeh, Shawkat
14
Mensi, Walid
14
Boonen, Tim J.
13
Härdle, Wolfgang
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Kang, Sang Hoon
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Tiwari, Aviral Kumar
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Cai, Jun
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Ji, Qiang
10
Müller, Fernanda Maria
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Tan, Ken Seng
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Brandtner, Mario
9
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9
Mao, Tiantian
9
Pichler, Alois
9
Rüschendorf, Ludger
9
Xu, Qifa
9
Cheung, Ka Chun
8
Furman, Edward
8
Gerlach, Richard
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Hoga, Yannick
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Kumar, Dilip
8
Munari, Cosimo-Andrea
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Shahzad, Syed Jawad Hussain
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Vanduffel, Steven
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Al-Yahyaee, Khamis Hamed
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Bernard, Carole
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Bianchi, Michele Leonardo
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Herrera, Rodrigo
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Kürsten, Wolfgang
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Landsman, Zinoviy
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Liu, Jia
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Mora-Valencia, Andrés
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Rosazza Gianin, Emanuela
7
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International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
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1
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
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2
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
3
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
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