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subject:"Switzerland"
~isPartOf:"Gabler Edition Wissenschaft"
~person:"Neukomm, Mark"
~subject:"1998-2003"
~subject:"Bank"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Glossary included"
~type_genre:"Law"
~type_genre:"Sammelwerk"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Value at Risk-Quantifizierung unter Verwendung von Hochfrequenzdaten : empirische Analyse am Beispiel des Aktienkursrisikos
Neukomm, Mark
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001932309
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