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~language:"eng"
~person:"Huschens, Stefan"
~subject:"Aktienmarkt"
~subject:"Risk"
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Aktienmarkt
Risk
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Huschens, Stefan
Wang, Ruodu
31
Stoja, Evarist
25
Rosazza Gianin, Emanuela
20
Righi, Marcelo Brutti
19
Polanski, Arnold
16
Hammoudeh, Shawkat
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Mao, Tiantian
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Cai, Jun
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Embrechts, Paul
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Bellini, Fabio
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Daníelsson, Jón
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Dhaene, Jan
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Furman, Edward
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Rüschendorf, Ludger
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Cheung, Ka Chun
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Dowd, Kevin
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Liu, Haiyan
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Tang, Qihe
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Brandtner, Mario
9
Laeven, Roger J. A.
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Mensi, Walid
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Müller, Fernanda Maria
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Tsanakas, Andreas
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Vanduffel, Steven
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Bignozzi, Valeria
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Feng, Runhuan
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Harris, Richard D. F.
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Munari, Cosimo-Andrea
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Weigert, Florian
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Almeida, Caio
7
Asimit, Alexandru V.
7
Balbás de la Corte, Alejandro
7
Bali, Turan G.
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Centrone, Francesca
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Demirtas, K. Ozgur
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Diebold, Francis X.
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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ECONIS (ZBW)
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Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1998
Persistent link: https://www.econbiz.de/10001422900
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2
Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10013440918
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