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~person:"Kaiser, Ulrich"
~person:"Grammig, Joachim"
~type_genre:"Aufsatz im Buch"
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Kreditrisikomessung und Kreditrisikomanagement
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Einfache ökonometrische Verfahren für die Kreditrisikomessung
Kaiser, Ulrich
;
Szczesny, Andrea
- In:
Kreditrisikomessung und Kreditrisikomanagement
,
(pp. 155-203)
.
2001
Persistent link: https://www.econbiz.de/10001570662
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Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10001615045
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