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~isPartOf:"Documentos de Trabajo del ICAE"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Gerlach, Richard"
~person:"Vries, Casper G. de"
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Risikomaß
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Gerlach, Richard
Vries, Casper G. de
McAleer, Michael
19
Jimenez-Martin, Juan Angel Jimenez Martin
11
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8
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Documentos de Trabajo del ICAE
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Bayesian expected shortfall forecasting incorporating the intraday range
Gerlach, Richard
;
Chen, Cathy W. S.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 128-158
Persistent link: https://www.econbiz.de/10011588546
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2
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
Saved in:
3
Portfolio diversification effects of downside risk
Hyung, Namwon
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
1
,
pp. 107-125
Persistent link: https://www.econbiz.de/10002574525
Saved in:
4
Forecasting
Value-at-Risk
Using Nonlinear Regression Quantiles and the Intra-day Range
McAleer, Michael
;
Chen, Cathy W. S.
;
Gerlach, Richard
; …
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
Value-at-Risk
(VaR) is commonly used for financial risk measurement. It has recently become even more important …
Persistent link: https://www.econbiz.de/10009141357
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