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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Measurement"
~type_genre:"Forschungsbericht"
~type_genre:"Non-commercial literature"
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
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Seifert, Miriam
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Sonderforschungsbereich Statistical Modelling of …
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2019
Persistent link: https://www.econbiz.de/10012035248
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Liquidity commonality and risk management
Weiß, Gregor
;
Supper, Hendrik
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2012
Persistent link: https://www.econbiz.de/10009507223
Saved in:
3
Estimation of risk measures in energy portfolios using modern copula techniques
Jäschke, Stefan
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2012
Persistent link: https://www.econbiz.de/10009632860
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