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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Kiesel, Rüdiger"
~subject:"Probability theory"
~subject:"Statistical inference"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Ökonometrie"
~type_genre:"Forschungsbericht"
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Zeitreihenanalyse
Probability theory
Statistical inference
Statistische Verteilung
USA
Ökonometrie
Estimation theory
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Schätztheorie
2
Statistical distribution
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Ausreißer
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Emerging economies
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Estimation
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Multivariate Verteilung
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Kiesel, Rüdiger
Dufour, Jean-Marie
6
Renault, Eric
6
Gredenhoff, Mikael P.
5
Gouriéroux, Christian
4
Andersson, Michael K.
3
Elagin, Mstislav
3
Feng, Yuanhua
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Gao, Jiti
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Heiler, Siegfried
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Hellström, Jörgen
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Schmidt, Rafael
3
Songsak Sriboonchitta
3
Spokojnyj, Vladimir G.
3
Stock, James H.
3
Watson, Mark W.
3
Brännäs, Kurt
2
Carrasco, Marine
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Chan, Joshua
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Chan, Ngai Hang
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Cosma, Antonio
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Cron, Axel
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Dette, Holger
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Engle, Robert F.
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Fischer, Matthias
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Fourgeaud, Claude
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Franke, Jürgen
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Galbraith, John W.
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Ghysels, Eric
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Gonzalo, Jesús
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Granger, C. W. J.
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Greene, William H.
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Griliches, Zvi
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Hafner, Christian M.
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Harvey, Andrew C.
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He, Changli
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Johansen, Søren
2
Kane-Janus, Couro
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King, Maxwell L.
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Kock, Anders Bredahl
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Structured credit products : pricing, rating, risk management and Basel II
1
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ECONIS (ZBW)
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A survey of dependency modelling: copulas, tail dependence and estimation
Kiesel, Rüdiger
;
Schmidt, Rafael
- In:
Structured credit products : pricing, rating, risk …
,
(pp. 3-34)
.
2004
Persistent link: https://www.econbiz.de/10003283016
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2
An extreme analysis of VaRs for emerging market benchmark bonds
Kiesel, Rüdiger
;
Perraudin, William R. M.
;
Taylor, Alex
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 111-137)
.
2003
Persistent link: https://www.econbiz.de/10002001481
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