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person:"Koedijk, Kees"
~person:"Christoffersen, Peter F."
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Risikomanagement
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Koedijk, Kees
Christoffersen, Peter F.
Gleißner, Werner
57
Ivanov, Dmitry
50
Broll, Udo
31
Fabozzi, Frank J.
27
Romeike, Frank
26
Dolgui, Alexandre
22
Gatzert, Nadine
22
Wagner, Stephan M.
22
Mußhoff, Oliver
21
Dionne, Georges
19
McAleer, Michael
18
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18
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18
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17
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17
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17
Wiedemann, Arnd
17
Eling, Martin
16
Turvey, Calum Greig
16
Blackhurst, Jennifer
15
Choi, Tsan-Ming
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Embrechts, Paul
15
Liu, Shan
15
McConnell, Patrick
15
Parast, Mahour Mellat
15
Talluri, Srinivas
15
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14
Tan, Ken Seng
14
Finger, Robert
13
Gaudenzi, Barbara
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Henschel, Thomas
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Hussainey, Khaled
13
Li, Johnny Siu-Hang
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Olson, David L.
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Paul, Sanjoy Kumar
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Righi, Marcelo Brutti
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Schuermann, Til
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Schulte-Mattler, Hermann
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Review of finance : journal of the European Finance Association
2
Journal of banking & finance
1
Journal of empirical finance
1
Journal of international money and finance
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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1
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
2
Option-implied measures of equity risk
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
2
,
pp. 385-428
Persistent link: https://www.econbiz.de/10009533372
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3
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2405-2423
Persistent link: https://www.econbiz.de/10003522947
Saved in:
4
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
Saved in:
5
Testing and comparing value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
- In:
Journal of empirical finance
8
(
2001
)
3
,
pp. 325-342
Persistent link: https://www.econbiz.de/10001587072
Saved in:
6
Capturing downside risk in financial markets : the case of the Asian Crisis
Pownall, Rachel A. J.
;
Koedijk, Kees
- In:
Journal of international money and finance
18
(
1999
)
6
,
pp. 853-870
Persistent link: https://www.econbiz.de/10001429195
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