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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~subject:"Portfolio-Management"
~subject:"Statistischer Test"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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Labor economics: modern views
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Portfolio-Management
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Huschens, Stefan
14
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6
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Dresdner Beiträge zu quantitativen Verfahren
Working paper / National Bureau of Economic Research, Inc.
193
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145
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142
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Konfidenzintervalle für den Value-at-Risk
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961723
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2
Country default probabilities : assessing and backtesting
Huschens, Stefan
;
Karmann, Alexander
;
Maltritz, Dominik
; …
-
2006
Persistent link: https://www.econbiz.de/10003391283
Saved in:
3
Verfahren zur Value-at-Risk-Berechnung
Huschens, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001425947
Saved in:
4
Value-at-Risk-Berechnung durch historische Simulation
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001558047
Saved in:
5
Blue for ß in CAPM with infinite variance
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001399219
Saved in:
6
Bounds for the expectation of bounded random variables
Tillich, Daniel
-
2011
Persistent link: https://www.econbiz.de/10009315584
Saved in:
7
Confidence intervals for the value-at-risk
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10013440859
Saved in:
8
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
Saved in:
9
Backtesting von Ausfallwahrscheinlichkeiten
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441077
Saved in:
10
Modeling and estimating the credit cycle by a probit-AR(1)-process
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441119
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