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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Kiesel, Rüdiger"
~subject:"Schätzung"
~type_genre:"Government document"
~type_genre:"Sammlung"
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Zeitreihenanalyse
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Estimation theory
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Statistische Verteilung
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Ausreißer
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Emerging economies
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Kiesel, Rüdiger
Gredenhoff, Mikael P.
6
Songsak Sriboonchitta
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Guégan, Dominique
5
Andersson, Michael K.
4
Gouriéroux, Christian
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Hellström, Jörgen
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Woraphon Yamaka
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Zakoïan, Jean-Michel
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Comte, Fabienne
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Feng, Yuanhua
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Gao, Jiti
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He, Changli
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Hecq, Alain W. J.
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Heiler, Siegfried
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Lee, Sangyeol
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Renault, Eric
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Sun, Yiguo
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Ullah, Aman
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Watson, Mark W.
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Arminger, Gerhard
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Blix, Mårten
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Broze, Laurence
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Brännäs, Kurt
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Cartwright, Phillip A.
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Chan, Ngai Hang
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Diebolt, Claude
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Engle, Robert F.
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Franke, Jürgen
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Ghysels, Eric
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Granger, C. W. J.
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Guerre, Emmanuel
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Hardouin, C.
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Harvey, Andrew C.
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Hendry, David F.
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Structured credit products : pricing, rating, risk management and Basel II
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ECONIS (ZBW)
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A survey of dependency modelling: copulas, tail dependence and estimation
Kiesel, Rüdiger
;
Schmidt, Rafael
- In:
Structured credit products : pricing, rating, risk …
,
(pp. 3-34)
.
2004
Persistent link: https://www.econbiz.de/10003283016
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An extreme analysis of VaRs for emerging market benchmark bonds
Kiesel, Rüdiger
;
Perraudin, William R. M.
;
Taylor, Alex
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 111-137)
.
2003
Persistent link: https://www.econbiz.de/10002001481
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