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~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Prognoseverfahren"
~subject:"Risk measure"
~subject:"Risk"
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Prognoseverfahren
Risk measure
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Fabozzi, Frank J.
Weiß, Gregor
5
Daníelsson, Jón
4
Pérignon, Christophe
4
Bali, Turan G.
3
Brandtner, Mario
3
Dias, Alexandra
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Journal of banking & finance
Pacific-Basin finance journal
Working paper series in economics
4
International journal of theoretical and applied finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Frank J. Fabozzi series
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European financial management : the journal of the European Financial Management Association
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Operations research models in banking management
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Review of quantitative finance and accounting
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CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
2
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
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