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~isPartOf:"Econometric Theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Regression analysis"
~subject:"Risikomaß"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 150-160
Persistent link: https://www.econbiz.de/10009159097
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