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~subject:"Estimation"
~subject:"Zeitreihenanalyse"
~type_genre:"Lehrbuch"
~type_genre:"Thesis"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Estimation
Zeitreihenanalyse
Risikomaß
181
Risk measure
181
Theorie
120
Theory
120
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71
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67
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67
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32
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ECONIS (ZBW)
47
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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
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
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2015
Persistent link: https://www.econbiz.de/10011411507
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4
Asymptotic theory for M-estimators in general autoregressive conditional heteroscedastic time series models
Tinkl, Fabian
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2013
Persistent link: https://www.econbiz.de/10010408637
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5
Systemic Risk, systemic importance and banking sector risk contagion dependencies
Lahmann, Wolfgang
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2012
Persistent link: https://www.econbiz.de/10009670510
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6
Adaptive methods for risk calibration
Wang, Weining
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2012
Persistent link: https://www.econbiz.de/10009671537
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7
Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian
-
2016
Persistent link: https://www.econbiz.de/10011432076
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8
Advanced methods for loss given default estimation
Töws, Eugen
-
2016
Persistent link: https://www.econbiz.de/10011443601
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9
Quantifizierung und Analyse des Kapitalbedarfs für Marktpreisrisiken
Huggenberger, Markus
-
2016
Persistent link: https://www.econbiz.de/10011525434
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10
Backtesting value at risk and expected shortfall
Roccioletti, Simona
-
2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011411468
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