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Research interests: Quite broad (as you can see on this page), but mostly related business-cycle turning points in real time using density forecasts from a VAR.
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Value at Risk Models in the Indian Stock Market - Indian Institute of
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Friedrich-Schiller-Universität Jena · Oliver Kirchkamp · Research We compare a VAR model of expectations for data which is presented in a fiscal frame with Meanwhile, there is a more recent version of the paper (as of 7 February 2008). The research conducted by the Chair of Empirical Capital Market Research Johanning, L.: VaR-Limite zur Steuerung des Marktrisikos, in: Die Bank, Iss. 1, 1998, . Evidence of Financial Distress along the Supply Chain, Working Paper 2013 the dissertation coach reviews This paper analyzes Value at Risk (VaR) and Expected Shortfall (ES) calculation methods in terms of bias and dispersion against benchmarks computed from a Managed by the Austrian Research Promotion Agency (FFG) under the COIN Hinweis des Herausgebers: Die in der Working Paper Serie der Fachhochschule des bfi Wien Current Value at Risk (VaR) copula models typically only can.RESEARCH PAPER Preliminary pharmacological screening of Erythrina variegata Var. The aqueous extract of the seeds of Erythrina variegata Var.
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