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~isPartOf:"Umeå economic studies"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Measurement"
~type_genre:"Forschungsbericht"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
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2012
Persistent link: https://www.econbiz.de/10009577582
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Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627332
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3
Occurrence of long and short term asymmetry in stock market volatilities
Lönnbark, Carl
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2012
Persistent link: https://www.econbiz.de/10009627333
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A corrected value-at-risk predictor
Lönnbark, Carl
(
contributor
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2008
Persistent link: https://www.econbiz.de/10003656086
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