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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~subject:"Portfolio-Management"
~type_genre:"Non-commercial literature"
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Labor economics: modern views
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Portfolio-Management
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Huschens, Stefan
10
Höse, Steffi
6
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Vogl, Konstantin
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Dresdner Beiträge zu quantitativen Verfahren
Working paper / National Bureau of Economic Research, Inc.
151
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119
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82
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Konfidenzintervalle für den Value-at-Risk
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961723
Saved in:
2
Verfahren zur Value-at-Risk-Berechnung
Huschens, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001425947
Saved in:
3
Value-at-Risk-Berechnung durch historische Simulation
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001558047
Saved in:
4
Bounds for the expectation of bounded random variables
Tillich, Daniel
-
2011
Persistent link: https://www.econbiz.de/10009315584
Saved in:
5
Confidence intervals for the value-at-risk
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10013440859
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6
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
Saved in:
7
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:
8
Predicting the credit cycle with an autoregressive model
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441120
Saved in:
9
Granularität dominiert Korrelation
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441128
Saved in:
10
Rating migrations
Höse, Steffi
-
2008
Persistent link: https://www.econbiz.de/10013441149
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