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1 Ergebnisse
1
The Financial Risk Measurement EVaR Based on DTARCH Models:
Xiaoqian Liu
;
Zhenni Tan
;
Yuehua Wu
.
https://www.mdpi.com/1099-4300/25/8/1204. , 2023
Link:
https://doi.org/10.3390/e25081204
RT Journal T1
The Financial Risk Measurement EVaR Based on DTARCH Models
UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:061388e142d1432eaeef0b03f71c4210&Exemplar=1&LAN=DE A1 Xiaoqian Liu A1 Zhenni Tan A1 Yuehua Wu A1 Yong Zhou PB MDPI AG YR 2023 K1 expectile-based VaR (EVaR) K1 double-threshold autoregressive conditional heteroscedastic (DTARCH) models K1 weighted composite expectile regression (WCER) estimation K1 risk measurement K1 Science K1 Q K1 Astrophysics K1 QB460-466 K1 Physics K1 QC1-999 JF https://www.mdpi.com/1099-4300/25/8/1204 LK http://dx.doi.org/https://doi.org/10.3390/e25081204 DO https://doi.org/10.3390/e25081204 SF ELIB - SuUB Bremen
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