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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Raponi, Valentina"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
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Raponi, Valentina
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Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
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