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~language:"deu"
~subject:"Börsenkurs"
~subject:"Risk measure"
~type_genre:"Aufsatz in Zeitschrift"
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Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement
Weiß, Gregor
- In:
Kredit und Kapital
44
(
2011
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10009504812
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Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken : Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe
Pohl, Michael
- In:
Kredit und Kapital
44
(
2011
)
2
,
pp. 243-278
Persistent link: https://www.econbiz.de/10009234535
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