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subject:"Portfolio-Management"
subject:"Theorie"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~institution:"University of Cambridge / Department of Applied Economics"
~subject:"Estimation"
~subject:"Statistical test"
~type_genre:"Arbeitspapier"
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Portfolio-Management
Theorie
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Risikomanagement
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Aktienindex
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asymptotic exponential distribution
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Bücher, Axel
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
University of Cambridge / Department of Applied Economics
Universität Augsburg / Institut für Volkswirtschaftslehre
4
Center for Economic Research <Tilburg>
3
Institute of Finance and Accounting <London>
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
2
National Bureau of Economic Research
2
Robert Schuman Centre for Advanced Studies
2
The Wharton Financial Institutions Center
2
University of Exeter / Department of Economics
2
Amternes og Kommunernes Forskningsinstitut <Kopenhagen>
1
Bonn Graduate School of Economics
1
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
1
Centre for Actuarial Studies
1
Centre for Analysis of Risk and Regulation <London>
1
Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Federal Reserve System / Division of Research and Statistics
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Group of Thirty
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INSEAD
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
International Center for Financial Asset Management and Engineering
1
Keizai-Sangyō-Kenkyūsho <Tokio>
1
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
1
Massachusetts Institute of Technology / Department of Economics
1
Svenska Handelshögskolan <Helsinki>
1
Trinity College Dublin / Department of Economics
1
University of York / Department of Economics and Related Studies
1
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1
Universität des Saarlandes / Fachbereich Wirtschaftswissenschaft
1
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Cambridge working papers in economics
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
Saved in:
2
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
Saved in:
3
The implied distribution for stocks of companies with warrants and/or executive stock options
Darsinos, Theofanis
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001670960
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