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Non-normality in financial markets and the measurement of risk
Lau, Christian
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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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Analysis of latent Gaussian models with spatial dependence
Vogler, Jan
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2016
Persistent link: https://www.econbiz.de/10011618511
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The truncated multivariate normal distribution in finance and econometrics
Wilhelm, Stefan
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2014
Persistent link: https://www.econbiz.de/10010438565
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