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person:"Fantazzini, Dean"
~person:"Shi, Peng"
~person:"Weiß, Gregor"
~subject:"Börsenkurs"
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Börsenkurs
Multivariate Verteilung
35
Multivariate distribution
35
Theorie
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11
Risk measure
11
Forecasting model
10
Prognoseverfahren
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6
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5
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Multivariate Analyse
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Fantazzini, Dean
Shi, Peng
Weiß, Gregor
Allen, David E.
8
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6
Singh, Abhay Kumar
6
Tiwari, Aviral Kumar
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Avdulaj, Krenar
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Kim, Jong-Min
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Reboredo, Juan Carlos
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Lit, Rutger
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Medovikov, Ivan
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Nguyen, Duc Khuong
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Tachibana, Minoru
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Tian, Maoxi
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Afonso, Cristina
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European journal of operational research : EJOR
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Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
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A comparison of tail dependence estimators
Supper, Hendrik
;
Irresberger, Felix
;
Weiß, Gregor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
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2
Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
Weiß, Gregor
;
Supper, Hendrik
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3334-3350
Persistent link: https://www.econbiz.de/10010126429
Saved in:
3
A new algorithm based on copulas for financial risk calculation with applications to Chinese stock markets
Lin, Ping
;
Shi, Peng
;
Huang, Guang-Dong
- In:
Internet and network economics : first international …
,
(pp. 481-490)
.
2005
Persistent link: https://www.econbiz.de/10003276785
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