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~isPartOf:"Journal of financial econometrics"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of risk model validation"
~person:"Gonpot, Preethee Nunkoo"
~subject:"Ausreißer"
~subject:"Measurement"
~subject:"backtesting"
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Journal of financial econometrics
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The journal of risk model validation
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Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
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