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Publications by Stefan Jaschke

Value-At-Risk Forecasts Under Scrutiny—the German Experience

Quantitative Finance

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Evaluating the Impact of Market Reforms on Value-At-Risk Forecasts of Chinese a and B Shares

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Analytical Value-At-Risk and Expected Shortfall Under Regime-Switching

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Exposure-Based Cash-Flow-At-Risk for Value-Creating Risk Management Under Macroeconomic Uncertainty

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