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~isPartOf:"Umeå economic studies"
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Risikomaß
7
Risk measure
7
ARCH model
4
ARCH-Modell
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3
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3
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3
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2005
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Lönnbark, Carl
6
Brännäs, Kurt
2
Holmberg, Ulf
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Quoreshi, Shahiduzzaman
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Simonsen, Ola
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Umeå economic studies
Insurance / Mathematics & economics
217
Journal of banking & finance
181
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123
European journal of operational research : EJOR
111
Risks : open access journal
106
Finance research letters
105
International review of financial analysis
74
Economic modelling
71
Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
67
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Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
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55
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52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
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40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Applied economics letters
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Journal of international financial markets, institutions & money
32
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Scandinavian actuarial journal
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Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Working paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
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ECONIS (ZBW)
7
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1
On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009577582
Saved in:
2
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627332
Saved in:
3
Occurrence of long and short term asymmetry in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627333
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4
Uncertainty of multiple period risk measures
Lönnbark, Carl
-
2009
Persistent link: https://www.econbiz.de/10003823261
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5
Value at risk for large portfolios
Lönnbark, Carl
;
Holmberg, Ulf
;
Brännäs, Kurt
-
2009
Persistent link: https://www.econbiz.de/10003823264
Saved in:
6
A corrected value-at-risk predictor
Lönnbark, Carl
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003656086
Saved in:
7
Extreme-value characteristics in daily time series of Swedish stock returns
Brännäs, Kurt
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730811
Saved in:
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