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type_genre:"Dissertation"
type_genre:"Hochschulschrift"
~person:"Ardia, David"
~person:"Becker, Claudia"
~subject:"Risk measure"
~type_genre:"Konferenzschrift"
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Non-normality in financial markets and the measurement of risk
Lau, Christian
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2015
ARMA-GARCH-Modellierung; nicht-Normalität; normal-inverse Gauss-Verteilung (NIG-Verteilung); realisierte Momente; Staatsanleihen; Strom Forwards; stylized facts von Finanzzeitreihen; Value at Risk; Verteilung von Anleiherenditen
Persistent link: https://www.econbiz.de/10011440567
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Financial risk management with bayesian estimation of GARCH models : theory and applications
Ardia, David
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2008
Persistent link: https://www.econbiz.de/10013278094
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