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~person:"Santos, Paulo Araújo"
~subject:"Prognoseverfahren"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Prognoseverfahren
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Santos, Paulo Araújo
McAleer, Michael
33
Pérez Amaral, Teodosio
16
Jiménez-Martín, Juan-Ángel
15
Allen, David E.
6
Caporin, Massimiliano
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Chang, Chia-Lin
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Paolella, Marc S.
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Dijk, Herman K. van
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Dionne, Georges
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Hassani, Samir Saissi
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Hoogerheide, Lennart
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Marcellino, Massimiliano
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Asai, Manabu
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Carriero, Andrea
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Chlebus, Marcin
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Härdle, Wolfgang
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Maasoumi, Esfandiar
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Sekhposyan, Tatevik
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Skriner, Edith
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Stahl, Gerhard
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Trojani, Fabio
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Borowska, Agnieszka
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Christoffersen, Peter F.
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Dimitriadis, Timo
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Fricke, Jens
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Giacomini, Raffaella
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Giot, Pierre
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Koopman, Siem Jan
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Lucas, André
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Lönnbark, Carl
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Mancini, Loriano
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McNeil, Alexander J.
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Mittnik, Stefan
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GFC-robust risk management under the Basel accord using extreme value methodologies
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009765824
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2
GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619356
Saved in:
3
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
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