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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"SSRN research paper"
~isPartOf:"Sheffield economic research paper series"
~isPartOf:"Staff working paper / Bank of Canada"
~isPartOf:"World Bank Policy Research Working Paper"
~language:"eng"
~person:"Bos, Charles S."
~person:"Butter, Frank A. G. den"
~person:"Dijk, Herman K. van"
~person:"Marrewijk, Charles van"
~person:"Perotti, Enrico C."
~person:"Vries, Casper G. de"
~source:"econis"
~subject:"Credit risk"
~subject:"EU-Staaten"
~subject:"Fusion"
~subject:"Kalman filter"
~subject:"Kreditrisiko"
~subject:"Lobbying"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~subject:"World"
~type:"book"
~type_genre:"Graue Literatur"
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Bos, Charles S.
Butter, Frank A. G. den
Dijk, Herman K. van
Marrewijk, Charles van
Perotti, Enrico C.
Vries, Casper G. de
Koopman, Siem Jan
57
Lucas, André
48
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25
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19
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15
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15
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10
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10
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10
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9
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9
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9
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8
Hommes, Cars H.
8
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8
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7
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Friedrich, Christian
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6
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6
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71
Generational accounting, solidarity and pension losses
Teulings, Coen N.
;
Vries, Casper G. de
-
2003
Persistent link: https://www.econbiz.de/10001884957
Saved in:
72
Optimal confidence intervals for the tail index and high quantiles
Ferreira, Ana
;
Vries, Casper G. de
-
2004
Persistent link: https://www.econbiz.de/10002200680
Saved in:
73
Portfolio diversification effects and regular variation in financial data
Hyung, Namwon
;
Vries, Casper G. de
-
2001
Persistent link: https://www.econbiz.de/10001594653
Saved in:
74
To bridge, to warp or to wrap? A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Ardia, David
;
Hoogerheide, Lennart
;
Dijk, Herman K. van
-
2009
Persistent link: https://www.econbiz.de/10003813789
Saved in:
75
A k-sample homogeneity test based on the quantification of the p-p plot : the harmonic weighted mass index
Hinloopen, Jeroen
;
Wagenvoort, Rien
;
Marrewijk, Charles van
-
2008
Persistent link: https://www.econbiz.de/10003787143
Saved in:
76
Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den
;
Jansen, Pieter W.
-
2008
Persistent link: https://www.econbiz.de/10003787153
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77
Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart F.
;
Dijk, Herman K. van
-
2008
Persistent link: https://www.econbiz.de/10003774522
Saved in:
78
World
equity premium based risk aversion estimates
Pozzi, Lorenzo
;
Vries, Casper G. de
;
Zenhorst, J.
-
2010
Persistent link: https://www.econbiz.de/10003934133
Saved in:
79
A Pigovian approach to liquidity regulation
Perotti, Enrico C.
;
Suárez, Javier
-
2011
Persistent link: https://www.econbiz.de/10008907842
Saved in:
80
Censored posterior and predictive likelihood in Bayesian left-tail prediction for accurate value at risk estimation
Gatarek, Lukasz
;
Hoogerheide, Lennart
;
Hooning, Koen
; …
-
2013
Persistent link: https://www.econbiz.de/10009756308
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