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~subject:"Outliers"
~subject:"Risk management"
~type_genre:"Forschungsbericht"
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
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Seifert, Miriam
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Sonderforschungsbereich Statistical Modelling of …
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2019
Persistent link: https://www.econbiz.de/10012035248
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Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.
;
Mikosch, Thomas
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2006
Persistent link: https://www.econbiz.de/10003370444
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