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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~subject:"Estimation theory"
~subject:"Kreditrisiko"
~subject:"Stochastischer Prozess"
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Estimation theory
Kreditrisiko
Stochastischer Prozess
Risikomaß
14
Risk measure
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Theorie
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Theory
14
Portfolio selection
6
Portfolio-Management
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Schätztheorie
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Huschens, Stefan
6
Höse, Steffi
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Tillich, Daniel
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Dresdner Beiträge zu quantitativen Verfahren
Insurance / Mathematics & economics
50
European journal of operational research : EJOR
40
Journal of risk
33
Journal of banking & finance
32
Risks : open access journal
21
The journal of risk model validation
21
The journal of credit risk : published quarterly by Incisive Media
19
Discussion paper / Tinbergen Institute
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International journal of theoretical and applied finance
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Journal of econometrics
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Finance research letters
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Journal of risk and financial management : JRFM
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Journal of risk management in financial institutions
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Computational economics
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International journal of forecasting
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Quantitative finance
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Journal of mathematical finance
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Economic modelling
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Journal of financial econometrics
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Journal of financial services research : JFSR
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Journal of international financial markets, institutions & money
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Research paper series / Swiss Finance Institute
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The European journal of finance
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Discussion paper / Deutsche Bundesbank
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Finance and stochastics
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INFORMS journal on computing : JOC
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Operations research
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SFB 649 discussion paper
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School of Accounting, Finance and Economics & FEMARC working paper series
7
The journal of operational risk
7
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Mathematics of operations research
6
The journal of structured finance
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Working papers / TSE : WP
6
Applied economics
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ECONIS (ZBW)
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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
Stochastic orders and non-Gaussian risk factor models
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441203
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3
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
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4
Risikomaßzahlen für Kreditportfoliotranchen
Tillich, Daniel
-
2010
Persistent link: https://www.econbiz.de/10013441192
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5
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
6
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
Saved in:
7
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
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