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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Risk management"
~type_genre:"Working Paper"
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Kapitaleinkommen
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
Saved in:
2
Using the extremal index for
value-at-risk
backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
Saved in:
3
A new set of improved
value-at-risk
backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009793506
Saved in:
4
Spatial dependence in stock returns - local normalization and VaR forecasts
Schmitt, Thilo A.
;
Schäfer, Rudi
;
Wied, Dominik
;
Guhr, …
-
2013
Persistent link: https://www.econbiz.de/10009776181
Saved in:
5
Liquidity commonality and risk management
Weiß, Gregor
;
Supper, Hendrik
-
2012
Persistent link: https://www.econbiz.de/10009507223
Saved in:
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