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Risk assessment : decisions in banking and finance
Journal of banking & finance
19
Energy economics
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KIT Working Paper Series in Economics
11
Working Paper Series in Economics
11
Working paper series in economics
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
9
International journal of theoretical and applied finance
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Journal of Banking & Finance
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Investment management and financial innovations
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The Frank J. Fabozzi series
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Journal of empirical finance
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Energy Economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Valuation, financial modeling, and quantitative tools
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Annals of operations research
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Applied financial economics
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Handbook of heavy tailed distributions in finance
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of risk and financial management : JRFM
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Mathematical methods of operations research
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Econometric theory
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Economics letters
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European journal of operational research : EJOR
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HSC Research Reports
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SFB 649 Discussion Paper
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SFB 649 discussion paper
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Vierteljahrshefte zur Wirtschaftsforschung
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CIFR Paper
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Journal of Empirical Finance
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Journal of Property Investment & Finance
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Journal of economic dynamics & control
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Journal of international money and finance
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Recent advances in credit risk management
Cowell, Frances
;
Racheva, Borjana
;
Trück, Stefan
- In:
Risk assessment : decisions in banking and finance
,
(pp. 215-234)
.
2008
Persistent link: https://www.econbiz.de/10003781668
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2
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
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3
Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian
;
Račev, Svetlozar T.
;
Höchstötter, …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 111-152)
.
2008
Persistent link: https://www.econbiz.de/10003781627
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Stable ETL optimal portfolios and extreme risk management
Račev, Svetlozar T.
;
Martin, R. Douglas
;
Racheva, Borjana
- In:
Risk assessment : decisions in banking and finance
,
(pp. 235-262)
.
2008
Persistent link: https://www.econbiz.de/10003781774
Saved in:
5
Pricing tranches of a CDO and a CDS index : recent advances and furture research
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Risk assessment : decisions in banking and finance
,
(pp. 263-286)
.
2008
Persistent link: https://www.econbiz.de/10003781791
Saved in:
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