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~institution:"EconWPA"
~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~person:"Gerlach, Gerlach, R."
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Gerlach, Gerlach, R.
McAleer, Michael
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Forecasting
Value-at-Risk
Using Nonlinear Regression Quantiles and the Intraday Range
McAleer, Michael
;
Chen, Chen, C.W.S.
;
Gerlach, Gerlach, R.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2011
Value-at-Risk
(VaR) is commonly used for financial risk measurement. It has recently become even more important …
Persistent link: https://www.econbiz.de/10010734029
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