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subject:"Nichtparametrisches Verfahren"
~subject:"Schätzung"
~person:"Siburg, Karl Friedrich"
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Nichtparametrisches Verfahren
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Multivariate Verteilung
7
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4
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3
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2007-2010
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Comparison
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Siburg, Karl Friedrich
Okhrin, Ostap
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Songsak Sriboonchitta
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Bu, Ruijun
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Dijk, Dick van
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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ECONIS (ZBW)
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An order for asymmetry in copulas, and implications for risk management
Siburg, Karl Friedrich
;
Stehling, Katharina
;
Stoimenov, …
-
2013
Persistent link: https://www.econbiz.de/10010222900
Saved in:
2
Modelling dependence of extreme events in energy markets using tail copulas
Jäschke, Stefan
;
Siburg, Karl Friedrich
;
Stoimenov, …
-
2011
Persistent link: https://www.econbiz.de/10008841122
Saved in:
3
An order of asymmetry in copulas, and implications for risk management
Siburg, Karl Friedrich
;
Stehling, Katharina
;
Stoimenov, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 241-247
Persistent link: https://www.econbiz.de/10011493850
Saved in:
4
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
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