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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Unternehmenswachstum"
~subject:"Volatilität"
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Gottfried Wilhelm Leibniz Universität Hannover
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Essays on model risk : the role of volatility for the accuracy of financial risk models
Rohde, Johannes
-
2015
Credit risk, market risk, backtesting, volatility break. -
Kreditrisiko
,
Marktrisiko
, Backtesting, Volatilitätsbruch …
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