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subject:"Volatility"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Döpke, Jörg"
~person:"Härdle, Wolfgang"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risikomaß"
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Volatility
Nichtparametrisches Verfahren
Risikomaß
Conditional factor loading
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Credit risk
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Estimation
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Döpke, Jörg
Härdle, Wolfgang
Chen, Cathy Yi-Hsuan
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Review of quantitative finance and accounting
SFB 649 discussion paper
22
Kieler Arbeitspapiere
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
4
Kiel working paper
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Applied quantitative finance
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Discussion paper / Deutsche Bundesbank
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Bundesbank Series 1 Discussion Paper
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Bundesbank Series 2 Discussion Paper
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CFS working paper series
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German economic review
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International journal of theoretical and applied finance
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International review of applied economics
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Journal of banking & finance
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Journal of econometrics
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Journal of economics & business
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Journal of empirical finance
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Journal of forecasting
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Journal of international money and finance
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Kredit und Kapital
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Review of derivatives research
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The European journal of finance
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Copula-based factor model for credit risk analysis
Lu, Meng-Jou
;
Chen, Cathy Yi-Hsuan
;
Härdle, Wolfgang
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 949-971
Persistent link: https://www.econbiz.de/10011797579
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