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~isPartOf:"Economic modelling"
~isPartOf:"Journal of risk"
~person:"Su, Jung-bin"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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Multivariate Verteilung
Prognoseverfahren
Risikomaß
ARCH model
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ARCH-Modell
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Risk measure
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Aktienindex
1
Aktienmarkt
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Currency market
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Estimation
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Su, Jung-bin
Berger, Theo
4
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Xu, Qifa
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Economic modelling
Journal of risk
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Applied financial economics letters
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
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2
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
Su, Jung-bin
;
Hung, Jui-cheng
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1117-1130
Persistent link: https://www.econbiz.de/10009271254
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