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subject:"Risikomaß"
type_genre:"Working Paper"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"LSF research working paper series"
~language:"eng"
~subject:"ARCH model"
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Risikomaß
ARCH model
Risikomanagement
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Chollete, Loran
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Giot, Pierre
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Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Jin, Xisong
;
Lehnert, Thorsten
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2017
Persistent link: https://www.econbiz.de/10011817658
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2
Volatility concepts and risk management tools
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
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2015
Persistent link: https://www.econbiz.de/10011547074
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3
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
;
Heinen, Andréas
;
Valdesogo, Alfonso
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2008
Persistent link: https://www.econbiz.de/10003702731
Saved in:
4
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
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2003
Persistent link: https://www.econbiz.de/10001791292
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