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type_genre:"Hochschulschrift"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Journal of risk"
~language:"eng"
~language:"rus"
~person:"Kellner, Ralf"
~subject:"Supply chain"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Journal of banking & finance
Journal of risk and financial management : JRFM
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The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
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Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
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