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~isPartOf:"Journal of banking & finance"
~person:"Berger, Theo"
~person:"Fuertes, Ana María"
~person:"Wied, Dominik"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Prognoseverfahren
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Berger, Theo
Fuertes, Ana María
Wied, Dominik
Weiß, Gregor
3
McNeil, Alexander J.
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Ziggel, Daniel
2
Banulescu, Georgiana-Denisa
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Berens, Tobias
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Journal of banking & finance
International journal of forecasting
2
Economic modelling
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
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2
A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
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