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Asymmetry in the ERM: A Case S...
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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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New methods for estimating nonlinear continuous time interest rate processes
Mella-Barral, Pierre
;
Perraudin, William R. M.
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1994
Persistent link: https://www.econbiz.de/10000147754
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An extreme analysis of VaRs for emerging market benchmark bonds
Kiesel, Rüdiger
;
Perraudin, William R. M.
;
Taylor, Alex
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 111-137)
.
2003
Persistent link: https://www.econbiz.de/10002001481
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Estimating volatility for long holding periods
Kiesel, Rüdiger
;
Perraudin, William R. M.
;
Taylor, Alex
- In:
Measuring risk in complex stochastic systems
,
(pp. 19-31)
.
2000
Persistent link: https://www.econbiz.de/10001579694
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4
Bank capital and value at risk
Jackson, Patricia
- In:
The journal of derivatives : the official publication …
4
(
1997
)
3
,
pp. 73-89
Persistent link: https://www.econbiz.de/10001218928
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Testing value-at-risk approaches to capital adequacy
Jackson, Patricia
- In:
Quarterly bulletin / Bank of England
38
(
1998
)
3
,
pp. 256-265
Persistent link: https://www.econbiz.de/10001244660
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A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
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7
The impact of IMF programmes
Bagci, Pinar
;
Perraudin, William R. M.
-
1997
Persistent link: https://www.econbiz.de/10000973749
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