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~isPartOf:"CAEPR working papers"
~subject:"Estimation"
~type_genre:"Arbeitspapier"
~type_genre:"CD-ROM, DVD"
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Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
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Hualde, Javier
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2017
Persistent link: https://www.econbiz.de/10011763135
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Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
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2015
Persistent link: https://www.econbiz.de/10010532092
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Pitfalls in backtesting historical simulation VaR Models
Escanciano, Juan Carlos
;
Pei, Pei
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2012
Persistent link: https://www.econbiz.de/10009562976
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4
Backtesting portfolio value-at-risk with estimated portfolio weights
Pei, Pei
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2010
Persistent link: https://www.econbiz.de/10008857817
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