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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Mancini, Loriano"
~person:"Ziegler, Alexandre"
~subject:"Panel"
~subject:"Robust statistics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Robust value at risk prediction
Mancini, Loriano
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
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