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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~subject:"Credit risk"
~subject:"Estimation theory"
~subject:"Forecasting model"
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Search: subject:"Value at Risk"
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Credit risk
Estimation theory
Forecasting model
Theorie
16
Theory
16
Risikomaß
14
Risk measure
14
Kreditrisiko
6
Portfolio selection
6
Portfolio-Management
6
Schätztheorie
6
Value at Risk
5
Bank risk
4
Bankrisiko
4
Risiko
4
Risk
4
Analysis of variance
3
Simulation
3
Varianzanalyse
3
Factor analysis
2
Faktorenanalyse
2
Marktrisiko
2
Maßzahl
2
Statistical distribution
2
Statistical measures
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Aktienmarkt
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Asset-liability management
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Bilanzstrukturmanagement
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Definition
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Measurement
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Messung
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Sampling
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Stichprobenerhebung
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Stochastic process
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Stochastischer Prozess
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Stock market
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Time series analysis
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Value at risk
1
Zeitreihenanalyse
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8
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8
Graue Literatur
8
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8
Working Paper
8
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German
5
English
3
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Huschens, Stefan
7
Höse, Steffi
3
Tillich, Daniel
1
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
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Dresdner Beiträge zu quantitativen Verfahren
International journal of forecasting
48
Journal of banking & finance
43
Journal of risk
39
Journal of forecasting
36
Insurance / Mathematics & economics
34
Finance research letters
33
Discussion paper / Tinbergen Institute
30
Risks : open access journal
28
The journal of risk model validation
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of credit risk : published quarterly by Incisive Media
19
Journal of econometrics
18
Journal of empirical finance
18
Journal of risk management in financial institutions
18
Journal of financial econometrics
17
Computational economics
16
International review of financial analysis
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Economic modelling
14
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Quantitative finance
14
The European journal of finance
14
Econometric Institute research papers
13
Applied economics
11
Energy economics
11
Research paper series / Swiss Finance Institute
11
SFB 649 discussion paper
11
Applied economics letters
10
International journal of theoretical and applied finance
10
Journal of economic dynamics & control
10
Working papers
10
Journal of international financial markets, institutions & money
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
Working paper
9
Journal of financial services research : JFSR
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Discussion paper / Deutsche Bundesbank
7
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ECONIS (ZBW)
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
2
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
3
Risikomaßzahlen für Kreditportfoliotranchen
Tillich, Daniel
-
2010
Persistent link: https://www.econbiz.de/10013441192
Saved in:
4
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
5
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
Saved in:
6
Value-at-Risk
-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
7
Historische Simulation
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000981526
Saved in:
8
Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961431
Saved in:
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