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subject:"Kreditrisiko"
subject:"Risk measure"
~isPartOf:"Journal of empirical finance"
~person:"Jang, Bong-Gyu"
~person:"Maruotti, Antonello"
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Kreditrisiko
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Jang, Bong-Gyu
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Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
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Business cycle and credit risk modeling with jump risks
Jang, Bong-Gyu
;
Rhee, Yuna
;
Yoon, Ji Hee
- In:
Journal of empirical finance
39
(
2016
),
pp. 15-36
Persistent link: https://www.econbiz.de/10011663259
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