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~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~person:"Chlebus, Marcin"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Chlebus, Marcin
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Journal of banking & finance
Pacific-Basin finance journal
The journal of risk model validation
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Old-fashioned parametric models are still the best : a comparison of value-at-risk approaches in several volatility states
Buczy´nski, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014335934
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