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type_genre:"Dissertation"
type_genre:"Hochschulschrift"
~person:"Carey, Mark S."
~person:"Laitenberger, Jörg"
~person:"Rösch, Daniel"
~subject:"Kreditmarkt"
~type_genre:"Konferenzschrift"
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Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
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2
Non-normality in financial markets and the measurement of risk
Lau, Christian
-
2015
ARMA-GARCH-Modellierung; nicht-Normalität; normal-inverse Gauss-Verteilung (NIG-Verteilung); realisierte Momente; Staatsanleihen; Strom Forwards; stylized facts von Finanzzeitreihen; Value at Risk; Verteilung von Anleiherenditen
Persistent link: https://www.econbiz.de/10011440567
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
Carey, Mark S.
(
contributor
);
Stulz, René M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10013480739
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