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~isPartOf:"Journal of empirical finance"
~person:"Berens, Tobias"
~subject:"Prognoseverfahren"
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Berens, Tobias
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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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