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~institution:"Federal Reserve Bank of San Francisco"
~institution:"Umeå Universitet / Institutionen för Nationalekonomi"
~type_genre:"CD-ROM, DVD"
~type_genre:"Working Paper"
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Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
(
contributor
); …
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
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2
Extreme-value characteristics in daily time series of Swedish stock returns
Brännäs, Kurt
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730811
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3
Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
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