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subject:"Theorie"
subject:"Theory"
~isPartOf:"Journal of empirical finance"
~person:"Fries, Christian"
~subject:"Bank"
~subject:"Negative risk factors"
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Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
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