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es eines Mixes unterschiedlicher Instrumente, die eine vermehrte Zuwanderung und eine Erhöhung der Erwerbsbeteiligung …
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The analysis of return series from financial markets is often based on the Peaks-over-threshold (POT) model. This model assumes independent and identically distributed observations and therefore a Poisson process is used to characterize the occurrence of extreme events. However, stylized facts...
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