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~person:"Gohs, Andreas Marcus"
~subject:"Volatilität"
~type:"book"
~type_genre:"Non-commercial literature"
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Gohs, Andreas Marcus
De Nard, Gianluca
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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The choice of GARCH models to forecast value-at-risk for currencies (euro exchange rates), crypto assets (Bitcoin and Ethereum), gold, silver and crude oil : automated processes, s...
Gohs, Andreas Marcus
-
2022
-at-Risk forecasts. The univariate and
multivariate
GARCH
models proposed in the literature are reviewed and the suitability of selected …
Persistent link: https://www.econbiz.de/10013474092
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