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~person:"Lönnbark, Carl"
~subject:"Korrelation"
~subject:"Risk measure"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
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Lönnbark, Carl
McAleer, Michael
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Bauwens, Luc
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Umeå economic studies
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On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009577582
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2
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
-
2012
Persistent link: https://www.econbiz.de/10009627333
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4
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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