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Theory
Aktienindex
8
Stock index
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Theorie
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Ausreißer
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4
Risikomaß
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Abdessalem, Mehdi Bekralas
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Omari, Cyprian Ondieki
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Resta, Marina
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Journal of mathematical finance
Applied financial economics
14
Journal of banking & finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Applied economics letters
11
Journal of risk and financial management : JRFM
10
The North American journal of economics and finance : a journal of financial economics studies
10
International review of financial analysis
9
Journal of empirical finance
9
Journal of forecasting
8
International journal of forecasting
7
International journal of theoretical and applied finance
7
International review of economics & finance : IREF
7
SpringerLink / Bücher
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The European journal of finance
7
Applied economics
6
Economic modelling
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Gabler Edition Wissenschaft
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SFB 649 discussion paper
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Springer eBook Collection / Business and Economics
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Discussion paper / Tinbergen Institute
5
Econometric reviews
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Economics letters
5
Europäische Hochschulschriften / 5
5
Finanzmarkt und Portfolio-Management
5
Journal of econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Reihe Quantitative Ökonomie : Ökon
5
Working paper
5
CORE discussion paper : DP
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Investment management and financial innovations
4
Journal of international money and finance
4
NBER working paper series
4
Quantitative finance
4
The journal of finance : the journal of the American Finance Association
4
The journal of futures markets
4
Arbeitspapiere zur mathematischen Wirtschaftsforschung
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Asia Pacific financial markets
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Asian economies
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ECONIS (ZBW)
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Using conditional extreme value theory to estimate value-at-risk for daily currency exchange rates
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 846-870
Persistent link: https://www.econbiz.de/10011859906
Saved in:
2
Efficient estimation of distributional tail shape and the extremal index with applications to risk management
Sapp, Travis R. A.
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 626-659
Persistent link: https://www.econbiz.de/10011656984
Saved in:
3
On a new index aimed at comparing risks
Resta, Marina
;
Marina, Maria Erminia
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 119-128
Persistent link: https://www.econbiz.de/10011398749
Saved in:
4
Catastrophe risk derivatives : a new approach
Abdessalem, Mehdi Bekralas
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10010422906
Saved in:
5
Crisis, value at risk and conditional extreme value theory via the NIG + Jump model
Ze-To, Samuel Yau Man
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 225-237
Persistent link: https://www.econbiz.de/10009711983
Saved in:
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