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~isPartOf:"Computational economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics"
~person:"Avdoulas, Christos"
~person:"Ziggel, Daniel"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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Avdoulas, Christos
Ziggel, Daniel
Weiß, Gregor
3
Dimitriadis, Timo
2
Hoga, Yannick
2
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2
Wied, Dominik
2
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Asai, Manabu
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Computational economics
Journal of banking & finance
Journal of financial econometrics
Journal of risk
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
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ECONIS (ZBW)
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Tail-related risk measurement and forecasting in equity markets
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Eleftheriadis, …
- In:
Computational economics
53
(
2019
)
2
,
pp. 783-816
Persistent link: https://www.econbiz.de/10012134868
Saved in:
2
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
3
A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
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