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~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
121
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
10
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
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Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI)
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Centre for Microdata Methods and Practice (CEMMAP)
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Department of Economics, Boston College
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
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2
Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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