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person:"Huschens, Stefan"
subject:"Probability theory"
~subject:"Risk measure"
~type_genre:"Non-commercial literature"
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Huschens, Stefan
Haan, Laurens de
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Dresdner Beiträge zu quantitativen Verfahren
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ECONIS (ZBW)
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
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2011
Persistent link: https://www.econbiz.de/10013441202
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2
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
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2010
Persistent link: https://www.econbiz.de/10013441191
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3
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
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4
Estimation of default probabilities and default correlations
Huschens, Stefan
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2003
Persistent link: https://www.econbiz.de/10013441061
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5
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
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