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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~subject:"Portfolio-Management"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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Labor economics: modern views
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Huschens, Stefan
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Dresdner Beiträge zu quantitativen Verfahren
Working paper / National Bureau of Economic Research, Inc.
180
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138
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122
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100
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93
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Konfidenzintervalle für den Value-at-Risk
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961723
Saved in:
2
Blue for ß in CAPM with infinite variance
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001399219
Saved in:
3
Verfahren zur Value-at-Risk-Berechnung
Huschens, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001425947
Saved in:
4
Value-at-Risk-Berechnung durch historische Simulation
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001558047
Saved in:
5
Bounds for the expectation of bounded random variables
Tillich, Daniel
-
2011
Persistent link: https://www.econbiz.de/10009315584
Saved in:
6
Confidence intervals for the value-at-risk
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10013440859
Saved in:
7
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
Saved in:
8
Modeling and estimating the credit cycle by a probit-AR(1)-process
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441119
Saved in:
9
Predicting the credit cycle with an autoregressive model
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441120
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10
Granularität dominiert Korrelation
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441128
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