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isPartOf:"Journal of banking & finance"
subject:"Risikomaß"
~person:"Aramonte, Sirio"
~person:"Brechmann, Eike"
~person:"Claußen, Arndt"
~person:"Czado, Claudia"
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Risikomaß
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Aramonte, Sirio
Brechmann, Eike
Claußen, Arndt
Czado, Claudia
Dias, Alexandra
3
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2
Bernard, Carole
2
Breuer, Thomas
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Brigo, Damiano
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ECONIS (ZBW)
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Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
2
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
40
(
2014
),
pp. 271-270
Persistent link: https://www.econbiz.de/10010402193
Saved in:
3
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio
;
Giudice Rodriguez, Marius del
;
Wu, Jason
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4299-4309
Persistent link: https://www.econbiz.de/10010247041
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