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~person:"Kornelis, Marcel"
~person:"Laitenberger, Jörg"
~person:"Möller, Christoph"
~type_genre:"Hochschulschrift"
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Non-normality in financial markets and the measurement of risk
Lau, Christian
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2015
ARMA-GARCH-Modellierung; nicht-Normalität; normal-inverse Gauss-Verteilung (NIG-Verteilung); realisierte Momente; Staatsanleihen; Strom Forwards; stylized facts von Finanzzeitreihen; Value at Risk; Verteilung von Anleiherenditen
Persistent link: https://www.econbiz.de/10011440567
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Balancing energy in the German market design
Möller, Christoph
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2010
Persistent link: https://www.econbiz.de/10008823314
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Modeling market shake-ups using time series data : an application to the advertising market of the Netherlands
Kornelis, Marcel
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2002
Persistent link: https://www.econbiz.de/10001697832
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