Assessing model risk in financial and energy markets using dynamic conditional vars (Q6581598)
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scientific article; zbMATH DE number 7889705
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| English | Assessing model risk in financial and energy markets using dynamic conditional vars |
scientific article; zbMATH DE number 7889705 |
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Assessing model risk in financial and energy markets using dynamic conditional vars (English)
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30 July 2024
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commodity risk
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forecasting
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model uncertainty
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risk management
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