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~language:"eng"
~person:"Ahelegbey, Daniel Felix"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~type_genre:"Bibliografie enthalten"
~type_genre:"Non-commercial literature"
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Ahelegbey, Daniel Felix
McAleer, Michael
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Schularick, Moritz
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Sornette, Didier
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Taylor, Alan M.
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Belke, Ansgar
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Jordà, Òscar
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Rancière, Romain
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Gadea, María Dolores
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Klose, Jens
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Loayza, Norman
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Stulz, René M.
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Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
-
2020
Persistent link: https://www.econbiz.de/10012321924
Saved in:
2
A statistical measure of global equity market risk
Ahelegbey, Daniel Felix
-
2020
Persistent link: https://www.econbiz.de/10012321944
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3
Statistical modelling of downside risk spillovers
Ahelegbey, Daniel Felix
-
2020
Persistent link: https://www.econbiz.de/10012321946
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4
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2012
Persistent link: https://www.econbiz.de/10011629070
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