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Tests zur Normalverteilung
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Ripper, Klaus
Gohout, Wolfgang
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Die Bank : Zeitschrift für Bankpolitik und Praxis
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PRAXIS UND ANALYSE - Portfoliomanagement - Value at Risk-Ansätze für Euro-Stoxx-Portfolios - Volatilitätscluster in Finanzmarktdaten erfordern eine zeitabhängige Modellierung des V...
Gohout, Wolfgang
;
Specht, Katja
;
Ripper, Klaus
- In:
Die Bank : Zeitschrift für Bankpolitik und Praxis
(
2000
)
6
,
pp. 422-427
Persistent link: https://www.econbiz.de/10006728419
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