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person:"Wiedemann, Arnd"
subject:"Risikomanagement"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"Getmansky, Mila"
~person:"McAleer, Michael"
~person:"Mikes, Anette"
~person:"Scaillet, Olivier"
~person:"Stoja, Evarist"
~person:"Stulz, René M."
~subject:"Bank"
~subject:"Basel Accord"
~type_genre:"Case study"
~type_genre:"Working Paper"
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Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003097567
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