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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Höse, Steffi"
~subject:"Portfolio selection"
~subject:"Statistische Methodenlehre"
~subject:"Wahrscheinlichkeitsrechnung"
~type_genre:"Hochschulschrift"
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Zeitreihenanalyse
Portfolio selection
Statistische Methodenlehre
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Credit risk
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Estimation theory
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Kreditrisiko
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Portfolio-Management
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Höse, Steffi
Gredenhoff, Mikael P.
6
Andersson, Michael K.
4
Gouriéroux, Christian
4
Hellström, Jörgen
4
Brännäs, Kurt
3
Gao, Jiti
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He, Changli
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Locarek-Junge, Hermann
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Prinzler, Ralf
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Berz, Ulrich
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Blix, Mårten
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Chan, Ngai Hang
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Ebner, Markus
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Engle, Robert F.
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Feng, Yuanhua
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Florens, Jean-Pierre
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Fourgeaud, Claude
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Franke, Jürgen
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Galli, Fausto
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Granger, C. W. J.
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Hafner, Christian M.
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Harvey, Andrew C.
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Heid, Frank
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Heiler, Siegfried
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Huschens, Stefan
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Johansen, Søren
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Jänner, Michaela
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Kane-Janus, Couro
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King, Maxwell L.
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Kock, Anders Bredahl
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Krätschmer, Volker
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Lee, Sangyeol
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Berichte aus der Statistik
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Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
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ECONIS (ZBW)
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
;
Huschens, Stefan
- In:
Operations research proceedings 2010 : selected papers …
,
(pp. 111-116)
.
2011
Persistent link: https://www.econbiz.de/10009270870
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2
Statistische Genauigkeit bei der simultanen Schätzung von Abhängigkeitsstrukturen und Ausfallwahrscheinlichkeiten in Kreditportfolios
Höse, Steffi
-
2007
Persistent link: https://www.econbiz.de/10003539323
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