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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Documents de recherche / ESSEC Centre de Recherche"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Umeå economic studies"
~subject:"Prognoseverfahren"
~type_genre:"Graue Literatur"
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1
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013286806
Saved in:
2
Nowcasting tail risk to economic activity at a weekly frequency
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012609779
Saved in:
3
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
-
2020
Persistent link: https://www.econbiz.de/10012253930
Saved in:
4
From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Rossi, Barbara
;
Ganics, Gergely
;
Sekhposyan, Tatevik
-
2020
Persistent link: https://www.econbiz.de/10012196192
Saved in:
5
Risk measure estimates in quiet and turbulent times : an empirical study
Chotard, Rosnan
;
Dacorogna, Michel M.
;
Kratz, Marie
-
2016
Persistent link: https://www.econbiz.de/10011657646
Saved in:
6
Multinomial var backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen
;
McNeil, Alexander J.
-
2016
Persistent link: https://www.econbiz.de/10011892794
Saved in:
7
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627332
Saved in:
8
Occurrence of long and short term asymmetry in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627333
Saved in:
9
A corrected value-at-risk predictor
Lönnbark, Carl
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003656086
Saved in:
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