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~type_genre:"Graue Literatur"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Estimation of risk measures in energy portfolios using modern copula techniques
Jäschke, Stefan
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2012
Persistent link: https://www.econbiz.de/10009632860
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Modelling dependence of extreme events in energy markets using tail copulas
Jäschke, Stefan
;
Siburg, Karl Friedrich
;
Stoimenov, …
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2011
Persistent link: https://www.econbiz.de/10008841122
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3
A fluctuation test for constant Spearman’s rho
Wied, Dominik
;
Dehling, Herold
;
Kampen, Maarten van
; …
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2011
Persistent link: https://www.econbiz.de/10009155239
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4
Stock market confidence and copula-based Markov models
Jovanović, Mario
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2010
Persistent link: https://www.econbiz.de/10008840763
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