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~accessRights:"free"
~subject:"Momentenmethode"
~type_genre:"Sammlung"
~type_genre:"Thesis"
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Non-normality in financial markets and the measurement of risk
Lau, Christian
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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
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