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~person:"Dionne, Georges"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Dionne, Georges
McAleer, Michael
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Pérez Amaral, Teodosio
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Asai, Manabu
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Maasoumi, Esfandiar
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Rossi, Barbara
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Sekhposyan, Tatevik
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Stahl, Gerhard
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Trojani, Fabio
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Borowska, Agnieszka
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Christoffersen, Peter F.
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Dimitriadis, Timo
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Giacomini, Raffaella
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Koopman, Siem Jan
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Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
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Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014234014
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3
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
4
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013279729
Saved in:
5
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
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