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language:"deu"
~person:"Börger, Reik H."
~person:"Kelmendi, Granit"
~person:"Pohl, Michael"
~person:"Schoffer, Olaf"
~subject:"Finanzmarktökonometrie"
~subject:"Outliers"
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Outliers
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Börger, Reik H.
Kelmendi, Granit
Pohl, Michael
Schoffer, Olaf
Peitz, Christian
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Islami, Mevlud
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Kredit und Kapital
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Volatilitätsschätzung und -prognose mit ARCH- und GARCH-Modellen : eine empirische Analyse des deutschen Aktienmarktes
Islami, Mevlud
;
Kelmendi, Granit
-
2012
Persistent link: https://www.econbiz.de/10011547124
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2
Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken : Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe
Pohl, Michael
- In:
Kredit und Kapital
44
(
2011
)
2
,
pp. 243-278
Persistent link: https://www.econbiz.de/10009234535
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