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~person:"Kratz, Marie"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
~type_genre:"Arbeitspapier"
~type_genre:"Fallstudie"
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Kratz, Marie
Allen, David E.
16
McAleer, Michael
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Singh, Abhay Kumar
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Stoja, Evarist
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Efficient estimation in extreme value regression models of hedge fund tail risks
Hambuckers, Julien
;
Kratz, Marie
;
Usseglio-Carleve, Antoine
-
2023
Persistent link: https://www.econbiz.de/10014412457
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2
Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Dacorogna, Michel M.
;
Debbabi, Nehla
;
Kratz, Marie
-
2022
Persistent link: https://www.econbiz.de/10013500692
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3
Multinomial var backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen
;
McNeil, Alexander J.
-
2016
Persistent link: https://www.econbiz.de/10011892794
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