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~type_genre:"Graue Literatur"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Correlated defaults of UK banks : dynamics and asymmetries
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2015
Persistent link: https://www.econbiz.de/10011413074
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2
Modeling dependence structure and forecasting market risk with dynamic asymmetric copula
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2015
Persistent link: https://www.econbiz.de/10011325736
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3
Estimation of risk measures in energy portfolios using modern copula techniques
Jäschke, Stefan
-
2012
Persistent link: https://www.econbiz.de/10009632860
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4
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:
5
A fluctuation test for constant Spearman’s rho
Wied, Dominik
;
Dehling, Herold
;
Kampen, Maarten van
; …
-
2011
Persistent link: https://www.econbiz.de/10009155239
Saved in:
6
Stock market confidence and copula-based Markov models
Jovanović, Mario
-
2010
Persistent link: https://www.econbiz.de/10008840763
Saved in:
7
Modeling dependence structure and forecasting portfolio value-at-risk with dynamic copulas
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2014
Persistent link: https://www.econbiz.de/10010430003
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