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~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~subject:"Risikomaß"
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
National Bureau of Economic Research
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Edward Elgar Publishing
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Financial
risk
measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
Saved in:
2
Using the extremal index for value-at-
risk
backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
Saved in:
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