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A Simple Econometric Approach for Modeling Stress Event Intensities |
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| Authors: | Rainer Jobst Daniel Rösch Harald Scheule Martin Schmelzle |
| Affiliation: | 1. Rainer Jobst, Daniel R?sch, and Martin Schmelzle are at the Chair of Statistics and Risk Management, Universit?t Regensburg, Germany;2. Harald Scheule is at the Finance Discipline Group, UTS Business School, University of Technology, Sydney, Australia |
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