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~isPartOf:"Journal of banking & finance"
~person:"Wied, Dominik"
~subject:"Bankrisiko"
~subject:"Finanzkrise"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Bankrisiko
Finanzkrise
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Value-at-Risk
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Wied, Dominik
Weiß, Gregor
4
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Daníelsson, Jón
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Journal of banking & finance
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Journal of empirical finance
1
Journal of risk
1
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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
Saved in:
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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