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~subject:"Outliers"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzbeitrag"
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Portfolio stress testing applied to commodity futures
Paraschiv, Florentina
;
Reese, Stine Marie
;
Skjelstad, …
- In:
Computational management science
17
(
2020
)
2
,
pp. 203-240
Persistent link: https://www.econbiz.de/10012272062
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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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