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~isPartOf:"Lecture notes in economics and mathematical systems : LNEMS"
~isPartOf:"Reihe Quantitative Ökonomie : Ökon"
~subject:"ARCH-Modell"
~type_genre:"Hochschulschrift"
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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin
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2011
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Persistent link: https://www.econbiz.de/10009152690
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Zeitreihenmodelle zur Schätzung des Value at Risk von Aktien : Beurteilung im Hinblick auf die bankenaufsichtsrechtlichen Bestimmungen
Neumann, Kristin
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2000
Persistent link: https://www.econbiz.de/10001441505
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Modellierung von Kapitalmarktvolatilität mittels fehlspezifizierter GARCH(p,q)-Prozesse
Schmidt, Michael
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2000
Persistent link: https://www.econbiz.de/10013360888
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