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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Testing for structural breaks in correlation : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
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2013
Persistent link: https://www.econbiz.de/10009776165
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A new set of improved value-at-risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
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2013
Persistent link: https://www.econbiz.de/10009793506
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Liquidity commonality and risk management
Weiß, Gregor
;
Supper, Hendrik
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2012
Persistent link: https://www.econbiz.de/10009507223
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