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~isPartOf:"Working papers"
~subject:"Basler Akkord"
~type_genre:"Festschrift"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
~type_genre:"Thesis"
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Basler Akkord
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Risk measure
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Theorie
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Interest rate
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Zins
26
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17
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Hassani, Samir Saissi
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Dionne, Georges
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Guégan, Dominique
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Hassani, Bertrand
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Working papers
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Bayreuther Arbeitspapiere zu Finanzierung, Rechnungslegung und Steuern
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ECONIS (ZBW)
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Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
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2
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
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3
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
4
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
5
Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique
;
Hassani, Bertrand
-
2015
Persistent link: https://www.econbiz.de/10011635443
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