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~person:"Giacomini, Raffaella"
~person:"Kiesel, Rüdiger"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference paper"
~type_genre:"Mikroform"
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Giacomini, Raffaella
Kiesel, Rüdiger
Račev, Svetlozar T.
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Journal of econometrics
1
Structured credit products : pricing, rating, risk management and Basel II
1
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1
Theory-coherent forecasting
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10010497096
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2
A survey of dependency modelling: copulas, tail dependence and estimation
Kiesel, Rüdiger
;
Schmidt, Rafael
- In:
Structured credit products : pricing, rating, risk …
,
(pp. 3-34)
.
2004
Persistent link: https://www.econbiz.de/10003283016
Saved in:
3
An extreme analysis of VaRs for emerging market benchmark bonds
Kiesel, Rüdiger
;
Perraudin, William R. M.
;
Taylor, Alex
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 111-137)
.
2003
Persistent link: https://www.econbiz.de/10002001481
Saved in:
4
Essays in forecast evaluation
Giacomini, Raffaella
-
2003
Persistent link: https://www.econbiz.de/10003622452
Saved in:
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