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~subject:"Forecasting model"
~subject:"Messung"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Forecasting model
Messung
Prognoseverfahren
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McAleer, Michael
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8
Caporin, Massimiliano
8
Dhaene, Jan
5
Dijk, Herman K. van
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Dionne, Georges
5
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Hoogerheide, Lennart
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Marcellino, Massimiliano
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Paolella, Marc S.
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Asai, Manabu
4
Carriero, Andrea
4
Chang, Chia-Lin
4
Chlebus, Marcin
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Clark, Todd E.
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Ganics, Gergely
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Maasoumi, Esfandiar
4
Rossi, Barbara
4
Sekhposyan, Tatevik
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Skriner, Edith
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Stahl, Gerhard
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Trojani, Fabio
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3
Christoffersen, Peter F.
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Daníelsson, Jón
3
Daouia, Abdelaati
3
Farkas, Walter
3
Girard, Stéphane
3
Goovaerts, Marc J.
3
Härdle, Wolfgang
3
Jaschke, Stefan R.
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Kaas, R.
3
Koopman, Siem Jan
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Locarek-Junge, Hermann
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7
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5
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5
IMES discussion paper series
4
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School of Accounting, Finance and Economics & FEMARC working paper series
4
Working papers / TSE : WP
4
CESifo working papers
3
CIRRELT
3
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3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
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3
Dresdner Beiträge zur Betriebswirtschaftslehre
3
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3
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2
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2
Discussion papers / Adam Smith Business School, University of Glasgow
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Discussion papers of interdisciplinary research project 373
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Documents de recherche / ESSEC Centre de Recherche
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ECONIS (ZBW)
253
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1
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
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2
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
3
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
7
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
8
Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue
;
Punzo, Antonio
;
Otneim, Håkon
;
Maruotti, …
-
2023
Persistent link: https://www.econbiz.de/10014431361
Saved in:
9
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:
10
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
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