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~isPartOf:"Journal of banking & finance"
~isPartOf:"Research in international business and finance"
~isPartOf:"Working paper"
~person:"Allen, David E."
~person:"Liu, Yimeng"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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Risk measure
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Allen, David E.
Liu, Yimeng
McAleer, Michael
8
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3
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3
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Journal of banking & finance
Research in international business and finance
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Journal of risk and financial management : JRFM
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Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
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2
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
3
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
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