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subject:"Risikomaß"
type_genre:"Working Paper"
~institution:"Trinity College Dublin / Department of Economics"
~subject:"Disaster"
~subject:"Estimation"
~subject:"Financial crisis"
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Risikomaß
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Frain, John C.
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Trinity College Dublin / Department of Economics
International Center for Financial Asset Management and Engineering
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Value at risk (VaR) and the á-stable distribution
Frain, John C.
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2008
Persistent link: https://www.econbiz.de/10003996453
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