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~institution:"Hong Kong Monetary Authority"
~institution:"Springer Fachmedien Wiesbaden"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~subject:"ARCH-Prozess"
~subject:"Theory"
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TWO-COMPONENT EXTREME VALUE DI...
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Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan
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Kurz-Kim, Jeong-Ryeol
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1998
Persistent link: https://www.econbiz.de/10001422900
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Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
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1998
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2. Ausg
Persistent link: https://www.econbiz.de/10000996150
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3
Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan
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1998
Persistent link: https://www.econbiz.de/10013440918
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4
Downside-orientiertes Portfoliomanagement
Reichling, Peter
;
Schulze, Gordon
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2017
Persistent link: https://www.econbiz.de/10011629137
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5
Backtesting value at risk and expected shortfall
Roccioletti, Simona
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2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011411468
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6
Assessing risk assessment : towards alternative risk measures for complex financial systems
Hoffmann, Christian Hugo
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2017
Persistent link: https://www.econbiz.de/10011736979
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7
Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian
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2016
Persistent link: https://www.econbiz.de/10011432076
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