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~isPartOf:"Journal of banking & finance"
~person:"Wu, Chongfeng"
~person:"Ziggel, Daniel"
~subject:"ARCH-Modell"
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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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