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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Applied economics letters"
~person:"Strobel, Frank"
~subject:"Geldpolitik"
~subject:"Risk"
~subject:"Volatilität"
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Strobel, Frank
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(Simple) ΔCoVaR bounds
Mercadier, Mathieu
;
Strobel, Frank
- In:
Applied economics letters
30
(
2023
)
14
,
pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372
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An alternative Z-score measure for downside bank insolvency risk
Lepetit, Lætitia
;
Strobel, Frank
;
Tran Thu Ha
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 137-142
Persistent link: https://www.econbiz.de/10012415101
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