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subject:"USA"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~person:"Louzis, Dimitrios P."
~subject:"Financial crisis"
~subject:"Finanzmarkt"
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Louzis, Dimitrios P.
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Are realized volatility models good candidates for alternative Value at Risk prediction strategies?
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
-
Volkswirtschaftliche Fakultät, …
-
2011
realized volatility and the augmented GARCH models with the FHS or the EVT quantile
estimation
methods produce superior VaR …
Persistent link: https://www.econbiz.de/10009001164
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