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subject:"Risk"
~institution:"A. T. Kearney Incorporated <Chicago, Ill.>"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
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A. T. Kearney Incorporated <Chicago, Ill.>
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
National Bureau of Economic Research
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World Bank Group
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
Saved in:
2
The resiliency compass: navigating global value chain disruption in an age of uncertainty
Weltwirtschaftsforum
-
2021
Persistent link: https://www.econbiz.de/10012696943
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3
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
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