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~isPartOf:"Quantitative finance"
~person:"Dakos, Michael"
~subject:"Forecasting model"
~subject:"Wertpapierhandel"
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Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
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