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subject:"Innovation"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~language:"eng"
~source:"econis"
~subject:"Risiko"
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Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
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1998
Persistent link: https://www.econbiz.de/10001422900
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Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan
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1998
Persistent link: https://www.econbiz.de/10013440918
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3
Confidence intervals for the value-at-risk
Huschens, Stefan
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1997
Persistent link: https://www.econbiz.de/10013440859
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