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subject:"Volatilität"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Risikomaß"
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Volatilität
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Theorie
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Batiz-Zuk, Enrique
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Charlin, Ventura
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Kim, Sunggon
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Kurtz, Cornelius
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Lee, Yonghee
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The journal of credit risk : published quarterly by Incisive Media
Quantitative finance
19
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14
Computational economics
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The journal of computational finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Risks : open access journal
10
Journal of banking & finance
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Finance research letters
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International journal of forecasting
8
Journal of risk and financial management : JRFM
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
Energy economics
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Journal of empirical finance
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Economic modelling
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk
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The journal of futures markets
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The journal of risk model validation
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Applied economics
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Asia-Pacific financial markets
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CAMA working paper series
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Economics letters
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GRIPS discussion papers
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Applied mathematical finance
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1
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
2
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
Saved in:
3
Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
Saved in:
4
The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
Saved in:
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