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person:"Paolella, Marc S."
subject:"Japan"
~person:"Chetty, Raj"
~person:"Härdle, Wolfgang"
~person:"Kamada, Koichiro"
~person:"Ryan, Michael"
~subject:"Estimation"
~subject:"Sozialpolitik"
~subject:"Switzerland"
~subject:"Volatility"
~type_genre:"Book section"
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Paolella, Marc S.
Chetty, Raj
Härdle, Wolfgang
Kamada, Koichiro
Ryan, Michael
Coto-Millán, Pablo
24
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19
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Applied quantitative finance
3
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Fiscal policy and management in East Asia : [NBER-East Asia Seminar on Economics, volume 16 ; this volume contains edited versions of papers at the NBER's East Asia Seminar on Economics 16th Annual Conference, held in Manila, the Philippines on June 23-25, 2005]
1
Handbook of heavy tailed distributions in finance
1
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ECONIS (ZBW)
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Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
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2
Numerics of implied binomial trees
Härdle, Wolfgang
;
Mysicková, Alena
- In:
Applied quantitative finance
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003746028
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3
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
Saved in:
4
Policy options for financing future health and long-term care costs in Japan
Fukui, Tadashi
;
Iwamoto, Yasushi
- In:
Fiscal policy and management in East Asia : [NBER-East …
,
(pp. 415-442)
.
2007
Persistent link: https://www.econbiz.de/10003599531
Saved in:
5
Exploring credit data
Müller, Marlene
;
Härdle, Wolfgang
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 157-173)
.
2003
Persistent link: https://www.econbiz.de/10002001903
Saved in:
6
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
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