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~subject:"Estimation"
~subject:"Portfolio Selection"
~subject:"Zeitreihenanalyse"
~type_genre:"Thesis"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Estimation
Portfolio Selection
Zeitreihenanalyse
Risikomaß
159
Risk measure
159
Theorie
106
Theory
106
Risikomanagement
61
Portfolio selection
56
Portfolio-Management
56
Risk management
55
Schätzung
31
Deutschland
29
Value at Risk
29
Germany
28
Bank
23
Bank risk
21
Bankrisiko
21
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21
Prognoseverfahren
21
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19
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18
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16
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15
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15
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15
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13
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13
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12
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12
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12
Stochastic process
11
Stochastischer Prozess
11
USA
11
United States
11
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10
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10
Optionspreistheorie
10
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10
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10
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6
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53
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Thesis
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759
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759
Graue Literatur
259
Non-commercial literature
259
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241
Working Paper
241
Hochschulschrift
64
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42
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42
Collection of articles written by one author
12
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12
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10
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9
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5
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5
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4
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4
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1
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German
27
English
27
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Adam, Michael
1
Adam, Michael E. H.
1
Adams, Zeno
1
Albrecht, Peter
1
Baedorf, Katrin
1
Bao, Yong
1
Bayer, Verena
1
Becker, Claudia
1
Berger, Theo
1
Bierkamp, Nils
1
Braun, Valentin
1
Bröker, Frank
1
Claußen, Arndt
1
Eggers, Frank
1
Eisele, Burkhard
1
Fink, Stefan Konrad
1
Fricke, Jens
1
Geidt-Karrenbauer, Ulrike
1
Geyfman, Victoria
1
Giacomini, Enzo
1
Glander, Harald
1
Glauser, Manrico
1
Glück, Thorsten
1
Hanisch, Jendrik
1
Herrmann, Klaus
1
Hubner, Stefan
1
Huggenberger, Markus
1
Jensen, Sören
1
Jockusch, Arne
1
Kaserer, Christoph
1
Kolb, Andreas
1
Koller, Jérôme
1
Kukuk, Martin
1
Lahmann, Wolfgang
1
Laitenberger, Jörg
1
Lau, Christian
1
Laux, Helmut
1
Neukomm, Mark
1
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1
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Reihe Quantitative Ökonomie : Ökon
4
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2
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1
BestMasters
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ECONIS (ZBW)
53
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1
Topics in nonparametric identification and estimation
Hubner, Stefan
-
2016
Persistent link: https://www.econbiz.de/10011567226
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2
Non-normality in financial markets and the measurement of risk
Lau, Christian
-
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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3
Asymptotic theory for M-estimators in general autoregressive conditional heteroscedastic time series models
Tinkl, Fabian
-
2013
Persistent link: https://www.econbiz.de/10010408637
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4
Systemic Risk, systemic importance and banking sector risk contagion dependencies
Lahmann, Wolfgang
-
2012
Persistent link: https://www.econbiz.de/10009670510
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5
Adaptive methods for risk calibration
Wang, Weining
-
2012
Persistent link: https://www.econbiz.de/10009671537
Saved in:
6
Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian
-
2016
Persistent link: https://www.econbiz.de/10011432076
Saved in:
7
Backtesting value at risk and expected shortfall
Roccioletti, Simona
-
2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011411468
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8
Quantifizierung und Analyse des Kapitalbedarfs für Marktpreisrisiken
Huggenberger, Markus
-
2016
Persistent link: https://www.econbiz.de/10011525434
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9
Advanced methods for loss given default estimation
Töws, Eugen
-
2016
Persistent link: https://www.econbiz.de/10011443601
Saved in:
10
Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under...
Claußen, Arndt
-
2015
Persistent link: https://www.econbiz.de/10011411507
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