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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Operations research"
~subject:"Estimation theory"
~type_genre:"Arbeitspapier"
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
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2011
Persistent link: https://www.econbiz.de/10013441202
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2
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
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2010
Persistent link: https://www.econbiz.de/10013441191
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3
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
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2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
4
Value-at-Risk
-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
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1998
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2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
5
Historische Simulation
Huschens, Stefan
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1998
Persistent link: https://www.econbiz.de/10000981526
Saved in:
6
Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961431
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