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~isPartOf:"Journal of banking & finance"
~subject:"Finanzkrise"
~subject:"Kreditrisiko"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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Weiß, Gregor
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Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
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Università degli studi di Roma "La Sapienza"
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Journal of banking & finance
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ECONIS (ZBW)
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A synthetic factor approach to the estimation of value-at-risk of a portfolio of interest rate swaps
Niffikeer, Cindy I.
;
Hewins, Robin David
;
Flavell, Richard
- In:
Journal of banking & finance
24
(
2000
)
12
,
pp. 1903-1932
Persistent link: https://www.econbiz.de/10001531933
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