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subject:"Risk"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~subject:"Regression analysis"
~subject:"Share price"
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander
;
Seepe, Andre
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592608
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2
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
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2019
Persistent link: https://www.econbiz.de/10012035248
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