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Search: subject:"VaR Forecasting"
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ECONIS (ZBW)
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Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
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2
Determining the invoicing dates for raw material order and finish product dispatch using neural networks under exchange rate volatility
Weerasingha, Janith Piyumal
;
Bandara, Yapa Mahinda
; …
- In:
International journal of logistics : research and …
26
(
2023
)
2
,
pp. 211-231
Persistent link: https://www.econbiz.de/10014232267
Saved in:
3
Multi-agent-based
VaR
forecasting
Tubbenhauer, Tobias
;
Fieberg, Christian
;
Poddig, Thorsten
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012818249
Saved in:
4
Multilateral indexed loans and debt sustainability
Bacchiocchi, Emanuele
;
Missale, Alessandro
- In:
Oxford review of economic policy
31
(
2015
)
3/4
,
pp. 305-329
Persistent link: https://www.econbiz.de/10011434493
Saved in:
5
Log versus level in
VAR
forecasting
: 42 million empirical answers ; expect the unexpected
Mayr, Johannes
;
Ulbricht, Dirk
- In:
Economics letters
126
(
2015
),
pp. 40-42
Persistent link: https://www.econbiz.de/10011376386
Saved in:
6
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
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