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~isPartOf:"Discussion papers of interdisciplinary research project 373"
~person:"Alberini, Anna"
~person:"Härdle, Wolfgang"
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Discussion papers of interdisciplinary research project 373
SFB 649 discussion paper
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Backtesting beyond VaR
Härdle, Wolfgang
;
Stahl, Gerhard
-
1999
VaR models are related to statistical forecast systems. Within that framework different forecast tasks including
Value
…
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