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person:"De Nicolò, Gianni"
~person:"Mittnik, Stefan"
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De Nicolò, Gianni
Mittnik, Stefan
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Systemic real and financial risks : measurement, forecasting, and stress testing
De Nicolò, Gianni
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Lucchetta, Marcella
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2012
Persistent link: https://www.econbiz.de/10009572513
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Computing the probability density function of the stable Paretian distribution
Mittnik, Stefan
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1996
Persistent link: https://www.econbiz.de/10001410576
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A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
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1996
Persistent link: https://www.econbiz.de/10001410592
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