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~institution:"Friedrich-Schiller-Universität Jena"
~institution:"HFDF <2, 1998, Zürich>"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
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Risikomaß
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Risk measure
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Theorie
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Friedrich-Schiller-Universität Jena
HFDF <2, 1998, Zürich>
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
HAL
14
National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Basel Committee on Banking Supervision
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer-Verlag GmbH
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Journal of empirical finance
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ECONIS (ZBW)
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
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2
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
Saved in:
3
Tail nonlinearly transformed risk measure : properties, decision theoretic analysis and application to portfolio selection and banking regulation
Bergk, Kerstin
-
2021
Persistent link: https://www.econbiz.de/10012817169
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4
Decision making with convex risk measures: theoretical foundations and applications to finance and insurance
Rischau, Robert
-
2018
Persistent link: https://www.econbiz.de/10011897637
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5
Decision making under risk with spectral risk measures : concepts and applications in financial theory
Brandtner, Mario
-
2016
Persistent link: https://www.econbiz.de/10011525409
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6
Special issue on high frequency data in finance ; Pt. 2
Baillie, Richard
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001558702
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