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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Zhang, Zhengjun"
~subject:"Derivat"
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Risikomaß
USA
Derivat
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Zhang, Zhengjun
Hong, Yongmiao
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Journal of econometrics
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Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
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2
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
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