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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Chen, Rong"
~subject:"Derivat"
~subject:"Monetäre Statistik"
~subject:"Risk measure"
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Risikomaß
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Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
2
Financial statistics and risk management
Chen, Rong
(
ed.
);
Mykland, Per A.
(
ed.
);
Yao, Qiwei
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011705221
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