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person:"Manganelli, Simone"
type_genre:"Arbeitspapier"
~person:"Correa, Ricardo"
~subject:"Bankrisiko"
~subject:"Inflation"
~subject:"Risk management"
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Manganelli, Simone
Correa, Ricardo
Schuermann, Til
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McAleer, Michael
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Broll, Udo
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Kunreuther, Howard
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Pelizzon, Loriana
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Stulz, René M.
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Getmansky, Mila
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ECONIS (ZBW)
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The central banker as a risk manager : estimating the federal reserve's preferences under greenspan
Kilian, Lutz
;
Manganelli, Simone
-
2007
Persistent link: https://www.econbiz.de/10003413774
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12
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
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