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~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~isPartOf:"Panoeconomicus"
~isPartOf:"Working papers"
~language:"eng"
~subject:"ARCH-Modell"
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Out of sample value-at-risk and backtesting with the standardized pearson Type-IV skewed distribution
Stavroyiannis, Stavros
;
Zarangas, Leonidas P.
- In:
Panoeconomicus
60
(
2013
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10009742531
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2
GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Bonilla, Claudio A.
;
Romero-Meza, Rafael
;
Hinich, Melvin J.
- In:
Applied economics
39
(
2007
)
19/21
,
pp. 2529-2533
Persistent link: https://www.econbiz.de/10003608191
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Options trading profits from correlation forecasts
Chong, James
- In:
Applied financial economics
14
(
2004
)
15
,
pp. 1075-1085
Persistent link: https://www.econbiz.de/10002390885
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