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~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Prognoseverfahren
Risikomaß
1,238
Risk measure
1,238
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609
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609
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379
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379
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294
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282
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217
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183
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139
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McAleer, Michael
26
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12
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11
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6
Caporin, Massimiliano
6
Dijk, Herman K. van
5
Dionne, Georges
5
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5
Hoogerheide, Lennart
5
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5
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5
Asai, Manabu
4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
Santos, Paulo Araújo
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Scharth, Marcel
3
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3
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Berichte aus der Betriebswirtschaft
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ECONIS (ZBW)
192
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181
Value-at-Risk Ansätze zur Abschätzung von Marktrisiken : theoretische Grundlagen und empirische Analysen
Fricke, Jens
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003359314
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182
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
183
Essays on finite sample inference and financial econometrics
Bao, Yong
-
2004
Persistent link: https://www.econbiz.de/10003386763
Saved in:
184
Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Saved in:
185
Essays in forecast evaluation
Giacomini, Raffaella
-
2003
Persistent link: https://www.econbiz.de/10003622452
Saved in:
186
Evaluation and combination of conditional quantile forecast
Giacomini, Raffaella
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002911904
Saved in:
187
Die Messung des Marktrisikos von Portefeuilles aus Aktien und Aktienoptionen
Locarek-Junge, Hermann
;
Prinzler, Ralf
;
Straßberger, Mario
-
2001
Persistent link: https://www.econbiz.de/10001662097
Saved in:
188
Quantitative methods for active portfolio management : can we beat the benchmark?
Pojarliev, Momtchil
-
2001
Persistent link: https://www.econbiz.de/10001559473
Saved in:
189
Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil
;
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001537678
Saved in:
190
Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market
Daníelsson, Jón
;
Morimoto, Yuji
-
2000
Persistent link: https://www.econbiz.de/10001468860
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