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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~source:"econis"
~subject:"Ausreißer"
~type_genre:"Working Paper"
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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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
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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
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2013
Persistent link: https://www.econbiz.de/10009793510
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