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~person:"Bauwens, Luc"
~person:"Chen Zhou"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Risikomaß"
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Risikomaß
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Bauwens, Luc
Chen Zhou
McAleer, Michael
61
Allen, David E.
27
Pérez Amaral, Teodosio
25
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19
Chang, Chia-Lin
18
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18
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17
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14
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14
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14
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12
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12
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10
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10
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9
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9
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8
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8
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8
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8
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8
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8
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7
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7
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7
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7
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7
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7
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6
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6
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ECONIS (ZBW)
16
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1
Outlier detection in TARGET2 risk indicators
Heijmans, Ronald
;
Chen Zhou
-
2019
Persistent link: https://www.econbiz.de/10011966026
Saved in:
2
Value-at-risk prediction using option-implied risk measures
Schindelhauer, Kai
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920835
Saved in:
3
Why risk is so hard to measure
Daníelsson, Jón
;
Chen Zhou
-
2016
Persistent link: https://www.econbiz.de/10011415993
Saved in:
4
Systemic risk allocation for systems with a small number of banks
Qin, Xiao
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10009746621
Saved in:
5
Systematic tail risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
6
Estimation of the marginal expected shortfall : the mean when a related variable is extreme
Cai, Juan-Juan
;
Einmahl, John H. J.
;
Haan, Laurens de
; …
-
2012
Persistent link: https://www.econbiz.de/10009630355
Saved in:
7
Systematic risk under extremely adverse market conditions
Oordt, Maarten van
;
Chen Zhou
-
2011
Persistent link: https://www.econbiz.de/10008901175
Saved in:
8
Dependence structure of risk factors and diversification effects
Chen Zhou
-
2009
Persistent link: https://www.econbiz.de/10003865271
Saved in:
9
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003432749
Saved in:
10
Intra-daily FX optimal portfolio allocation
Bauwens, Luc
(
contributor
);
Ben Omrane, Walid
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326698
Saved in:
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