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Vähittäispankin korkoriskin mittaaminen: empiirinen simulaatiosovellutus by Tammela, Risto
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Modeling extreme movements in financial time series : the block maxima approach by Tammela, Risto
Published 2005Call Number: Loading…
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Related Subjects
Extreme Value Theorem (EVT)
Generalized Extreme Value -distribution
Generalized Pareto Distribution
Osuuspankkikeskus
aikasarja-analyysi
bootstrap
korkopolitiikka
mallintaminen
markkinat (taloustiede)
measurement of the market risks
parametriton simulointi
return distribution
riskianalyysi
riskit
tail simulation
vähittäispankit