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~isPartOf:"CORE discussion papers : DP"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Minimum Rényi entropy portfolios
Lassance, Nathan
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Vrins, Frédéric
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2019
Persistent link: https://www.econbiz.de/10011993497
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2
Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework
Braione, Manuela
;
Scholtes, Nicolas K.
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2014
Persistent link: https://www.econbiz.de/10010484186
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3
Commodities inventory effect
Carpantier, Jean-François
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2010
Persistent link: https://www.econbiz.de/10008649479
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4
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386833
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5
Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386845
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6
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003311396
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7
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003396145
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