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~isPartOf:"Documents de recherche / ESSEC Centre de Recherche"
~isPartOf:"Finance and economics discussion series"
~person:"Clark, Todd E."
~person:"McNeil, Alexander J."
~subject:"Forecasting model"
~type_genre:"Non-commercial literature"
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Forecasting model
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Clark, Todd E.
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Multinomial var backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen
;
McNeil, Alexander J.
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2016
Persistent link: https://www.econbiz.de/10011892794
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
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2007
Persistent link: https://www.econbiz.de/10003827262
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Combining forecasts from nested models
Clark, Todd E.
;
McCracken, Michael W.
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2007
Persistent link: https://www.econbiz.de/10003827266
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