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~subject:"Zeitreihenanalyse"
~type_genre:"Bibliografie enthalten"
~type_genre:"Glossary included"
~type_genre:"Thesis"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Zeitreihenanalyse
Risikomaß
169
Risk measure
169
Theorie
110
Theory
110
Risikomanagement
68
Risk management
62
Portfolio selection
58
Portfolio-Management
58
Schätzung
31
Value at Risk
31
Estimation
30
Deutschland
29
Germany
28
Bank
23
Bank risk
21
Bankrisiko
21
Forecasting model
21
Prognoseverfahren
21
Kreditrisiko
20
Risiko
19
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17
Portfolio Selection
17
ARCH model
16
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16
Messung
16
Marktrisiko
15
Time series analysis
15
Risk
13
Statistical distribution
12
Statistische Verteilung
12
USA
12
United States
12
Multivariate Verteilung
11
Multivariate distribution
11
Optionspreistheorie
11
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11
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Welt
11
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11
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80
Non-commercial literature
80
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73
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73
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19
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9
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10
German
7
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Adam, Michael
1
Adam, Michael E. H.
1
Bao, Yong
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Becker, Claudia
1
Embrechts, Paul
1
Frey, Rüdiger
1
Giacomini, Enzo
1
Herrmann, Klaus
1
Hubner, Stefan
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Jensen, Sören
1
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1
Lau, Christian
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McNeil, Alexander J.
1
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1
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Peitz, Christian
1
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1
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Reihe Quantitative Ökonomie : Ökon
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ECONIS (ZBW)
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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
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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4
Die Volatilität von Finanzmarktdaten : theoretische Grundlagen und empirische Analysen von stündlichen Renditezeitreihen und Risikomaßen
Schmelzer, Marcus
-
2009
Persistent link: https://www.econbiz.de/10003843912
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5
Dynamic asset allocation under regime switching and downside risk constraints
Vo, Huy Thanh
-
2013
Persistent link: https://www.econbiz.de/10010384126
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6
Multivariate Modellierung der Renditen von Asset-Klassen auf Basis von Copulas mit Anwendungen im Risikomanagement
Jensen, Sören
-
2012
Persistent link: https://www.econbiz.de/10013360909
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7
Maximum entropy models for time-varying moments applied to daily financial returns
Herrmann, Klaus
-
2011
Persistent link: https://www.econbiz.de/10009008742
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8
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
Giacomini, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003931427
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9
Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W.
-
2005
Persistent link: https://www.econbiz.de/10003987160
Saved in:
10
Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.
;
Frey, Rüdiger
;
Embrechts, Paul
-
2005
Persistent link: https://www.econbiz.de/10002934295
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