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~isPartOf:"Computational economics"
~language:"eng"
~person:"Polanski, Arnold"
~person:"Righi, Marcelo Brutti"
~person:"Vries, Casper G. de"
~subject:"Risikomaß"
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Polanski, Arnold
Righi, Marcelo Brutti
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Comparison of
Value
at
Risk
(VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
2
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
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