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~isPartOf:"Applied economics"
~isPartOf:"The European journal of finance"
~person:"Bernard, Carole"
~person:"Fong, Tom"
~person:"Monteros, Luis Antonio"
~subject:"Prognoseverfahren"
~subject:"Regression analysis"
~subject:"Statistical distribution"
~subject:"Theory"
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Prognoseverfahren
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value-at-risk
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Bernard, Carole
Fong, Tom
Monteros, Luis Antonio
Blazsek, Szabolcs
3
Barbi, Massimiliano
2
Romagnoli, Silvia
2
Wang, Yi-Hsien
2
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Applied economics
The European journal of finance
Journal of banking & finance
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Safehavenness of currencies
Wong, Alfred Y.
;
Fong, Tom
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 300-332
Persistent link: https://www.econbiz.de/10012244321
Saved in:
2
Event-study analysis by using dynamic conditional score models
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
45
,
pp. 4530-4541
Persistent link: https://www.econbiz.de/10011844230
Saved in:
3
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
Saved in:
4
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
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