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Risiko
Logit model
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Stoja, Evarist
10
Chen Zhou
6
Ahelegbey, Daniel Felix
5
Barth, Daniel
5
Fernández-Villaverde, Jesús
5
Giudici, Paolo
5
Levintal, Oren
5
Mojtahedi, Fatemeh
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Polanski, Arnold
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Chaudhry, Sajid M.
4
Daouia, Abdelaati
4
Estrada, Javier
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Girard, Stéphane
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Huggenberger, Markus
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Lechthaler, Filippo
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Mao, Tiantian
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ECONIS (ZBW)
263
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1
Economic policy uncertainty, financial markets and probability of US recessions
Karnizova, Lilia
;
Li, Jiaxiong
- In:
Economics letters
125
(
2014
)
2
,
pp. 261-265
Persistent link: https://www.econbiz.de/10010505323
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2
Robustness of VSL Values from Contingent Valuation Surveys
Alberini, Anna
-
2004
distributional assumptions, the choice of the welfare statistics of interest, the procedure for computing them,
outliers
, undesirable …
Persistent link: https://www.econbiz.de/10011325006
Saved in:
3
Self-exciting extreme value models for stock market crashes
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Statistical inference, econometric analysis and matrix …
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003781013
Saved in:
4
A conditional approach for risk estimation
Mendes, Beatriz Vaz de Melo
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 33-55
Persistent link: https://www.econbiz.de/10003775645
Saved in:
5
Measuring and regulating extreme risk
Nielsson, Ulf
- In:
Journal of financial regulation and compliance : an …
17
(
2009
)
2
,
pp. 156-171
Persistent link: https://www.econbiz.de/10003899251
Saved in:
6
Are banks too big to fail?
Chen Zhou
-
2009
Persistent link: https://www.econbiz.de/10003912748
Saved in:
7
Discussion of "Are banks too big to fail?"
Straetmans, Stefan
- In:
International journal of central banking : IJCB
6
(
2010
)
4
,
pp. 251-258
Persistent link: https://www.econbiz.de/10008907940
Saved in:
8
Are banks too big to fail? : measuring systemic importance of financial institutions
Chen Zhou
- In:
International journal of central banking : IJCB
6
(
2010
)
4
,
pp. 205-250
Persistent link: https://www.econbiz.de/10008907942
Saved in:
9
Longevity bond premiums : the extreme value approach and risk cubic pricing
Chen, Hua
;
Cummins, John David
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 150-161
Persistent link: https://www.econbiz.de/10003953327
Saved in:
10
Tail risk of hedge funds : an extreme value application
Gawron, Gregor Aleksander
;
Frölunda, Östra
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003597430
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