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~person:"Dijk, Herman K. van"
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Dijk, Herman K. van
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Handbook of heavy tailed distributions in finance
1
Operations research models in banking management
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A new framework for the evaluation of market and credit risk
Kokic, Philip
;
Breckling, Jens
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Eberlein, Ernst
- In:
Datamining und computational finance : Ergebnisse des …
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(pp. 51-67)
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2000
Persistent link: https://www.econbiz.de/10001484266
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Stable modeling of market and credit value at risk
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
;
Khindanova, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 249-328)
.
2003
Persistent link: https://www.econbiz.de/10001882089
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Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
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