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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~subject:"Stochastischer Prozess"
~subject:"Estimation theory"
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Stochastischer Prozess
Estimation theory
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Huschens, Stefan
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Höse, Steffi
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Dresdner Beiträge zu quantitativen Verfahren
Insurance / Mathematics & economics
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European journal of operational research : EJOR
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International journal of theoretical and applied finance
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
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2011
Persistent link: https://www.econbiz.de/10013441202
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2
Stochastic orders and non-Gaussian risk factor models
Höse, Steffi
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2011
Persistent link: https://www.econbiz.de/10013441203
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3
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
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2010
Persistent link: https://www.econbiz.de/10013441191
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4
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
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2009
Persistent link: https://www.econbiz.de/10013441199
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5
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
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1998
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2. Ausg
Persistent link: https://www.econbiz.de/10000996150
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