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~person:"Weiß, Gregor"
~subject:"CCC-GARCH"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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CCC-GARCH
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Weiß, Gregor
McAleer, Michael
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Pérez Amaral, Teodosio
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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A new set of improved value-at-risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
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2013
Persistent link: https://www.econbiz.de/10009793506
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2
Testing for structural breaks in correlation : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
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2013
Persistent link: https://www.econbiz.de/10009776165
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Liquidity commonality and risk management
Weiß, Gregor
;
Supper, Hendrik
-
2012
Persistent link: https://www.econbiz.de/10009507223
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