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subject:"Risikomaß"
type_genre:"Working Paper"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"Finance and economics discussion series"
~person:"Posch, Peter N."
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Risikomaß
Aktienindex
1
Ausreißer
1
Estimation
1
Extremal Index
1
Independence
1
Index
1
Index number
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Measurement
1
Messung
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Outliers
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Risiko
1
Risikomanagement
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Risk
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Risk management
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Risk measure
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Risk measures
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Schätzung
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Statistical test
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Statistischer Test
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Stock index
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VaR Backtesting
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Working Paper
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Posch, Peter N.
Gordy, Michael B.
2
McNeil, Alexander J.
2
Berens, Tobias
1
Bücher, Axel
1
Campbell, Sean D.
1
Chollete, Loran
1
Giot, Pierre
1
Heinen, Andréas
1
Klüppelberg, Claudia
1
Laurent, Sébastien
1
Schmidtke, Philipp
1
Seifert, Miriam
1
Valdesogo, Alfonso
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Weiß, Gregor
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Wied, Dominik
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Ziggel, Daniel
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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CORE discussion paper : DP
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Finance and economics discussion series
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ECONIS (ZBW)
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Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
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