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~accessRights:"free"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"Risks : open access journal"
~person:"Bücher, Axel"
~subject:"Risk management"
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TWO-COMPONENT EXTREME VALUE DI...
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Bücher, Axel
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Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
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Sonderforschungsbereich Statistical Modelling of …
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2018
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