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subject:"United Kingdom"
type_genre:"Aufsatz im Buch"
~person:"Paolella, Marc S."
~subject:"Estimation"
~type_genre:"Arbeitspapier"
~type_genre:"Market information"
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Paolella, Marc S.
Lechner, Michael
29
Wolter, Stefan C.
22
Feld, Lars P.
20
Zweifel, Peter
19
Frey, Bruno S.
15
Kirchgässner, Gebhard
14
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13
Frölich, Markus
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Kugler, Peter
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Golder, Stefan M.
11
Fischer, Justina A. V.
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7
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Riphahn, Regina T.
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Lalive, Rafael
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Siliverstovs, Boriss
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Sousa-Poza, Alfonso
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Ungern-Sternberg, Thomas von
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Widmer, Philippe K.
6
Auer, Raphael A.
5
Backes-Gellner, Uschi
5
Bordo, Michael D.
5
Bruhin, Adrian
5
Drobetz, Wolfgang
5
Graff, Michael
5
Grossmann, Volker
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Henneberger, Fred
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Hoesli, Martin
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Isakov, Dušan
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Leu, Robert E.
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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CFS working paper series
1
Handbook of heavy tailed distributions in finance
1
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ECONIS (ZBW)
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
-
2003
Persistent link: https://www.econbiz.de/10001788591
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
Saved in:
3
The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
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