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~person:"Huschens, Stefan"
~subject:"Aktienmarkt"
~subject:"Estimation theory"
~subject:"Risk"
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Aktienmarkt
Estimation theory
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Risk measure
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Credit risk
8
Kreditrisiko
8
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Huschens, Stefan
Wang, Ruodu
31
Stoja, Evarist
28
Righi, Marcelo Brutti
20
Rosazza Gianin, Emanuela
20
Polanski, Arnold
19
Hammoudeh, Shawkat
14
Mao, Tiantian
14
Cai, Jun
13
Daníelsson, Jón
12
Dhaene, Jan
12
Embrechts, Paul
12
Bellini, Fabio
11
Brandtner, Mario
11
Furman, Edward
11
Rüschendorf, Ludger
11
Tang, Qihe
11
Ardia, David
10
Cheung, Ka Chun
10
Dowd, Kevin
10
Escanciano, Juan Carlos
10
Härdle, Wolfgang
10
Liu, Haiyan
10
Kürsten, Wolfgang
9
Laeven, Roger J. A.
9
Mensi, Walid
9
Müller, Fernanda Maria
9
Tsanakas, Andreas
9
Vanduffel, Steven
9
Asimit, Alexandru V.
8
Bali, Turan G.
8
Bignozzi, Valeria
8
Fabozzi, Frank J.
8
Feng, Runhuan
8
Francq, Christian
8
Guillén, Montserrat
8
Harris, Richard D. F.
8
Landsman, Zinoviy
8
Munari, Cosimo-Andrea
8
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Dresdner Beiträge zu quantitativen Verfahren
8
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
1
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ECONIS (ZBW)
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
;
Huschens, Stefan
- In:
Operations research proceedings 2010 : selected papers …
,
(pp. 111-116)
.
2011
Persistent link: https://www.econbiz.de/10009270870
Saved in:
2
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
3
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
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
Anmerkungen zur Value-at-Risk-Definition
Huschens, Stefan
- In:
Datamining und computational finance : Ergebnisse des …
,
(pp. 29-41)
.
2000
Persistent link: https://www.econbiz.de/10001484225
Saved in:
6
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
Saved in:
7
Anmerkungen zur Value-at-Risk-Definition
Huschens, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001425944
Saved in:
8
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
9
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
Saved in:
10
Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10013440918
Saved in:
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