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Krecmer, Vladimir
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Backtesting
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Metodologia VAR -- Vectores autoregressivos
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Year:
2019
Subject:
Backtesting
Subject:
G17
Repository:
73
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(0.012 seconds)
Title:
Implied volatility: can we improve VAR models?
Author:
Krecmer, Vladimir
Language:
Inglés
Repository:
73
Subject:
Implied volatility
/
Stocks
/
Value-at-risk
/
Backtesting
/
Análise de mercado
/
Cooperação económica
/
Metodologia VAR -- Vectores autoregressivos
/
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
/
C32
/
G17
/
C Mathematical and quantitative methods
/
G Financial economics
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