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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~subject:"Korrelation"
~subject:"Risk measure"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
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Korrelation
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Volatility
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3
Aktienmarkt
2
Estimation
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Allen, David E.
3
Golab, A.
1
McAleer, Michael
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Singh, Abhay Kumar
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Veiga, Bernado
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School of Accounting, Finance and Economics & FEMARC working paper series
Discussion paper / Tinbergen Institute
19
Working papers
19
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11
Econometric Institute research papers
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Working paper
8
CORE discussion paper : DP
7
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7
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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IES working paper
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Swiss Finance Institute Research Paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Umeå economic studies
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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LSF research working paper series
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Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
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Volatility and correlations for stock markets in the emerging economies
Allen, David E.
;
Golab, A.
;
Powell, Robert
-
2010
Persistent link: https://www.econbiz.de/10008666976
Saved in:
2
CAViaR and the Australian stock markets : an appetiser
Allen, David E.
;
Singh, Abhay Kumar
-
2010
Persistent link: https://www.econbiz.de/10008760322
Saved in:
3
Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003097567
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