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person:"Manganelli, Simone"
~language:"eng"
~subject:"1986-1999"
~subject:"Messung"
~subject:"Sensitivity analysis"
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1986-1999
Messung
Sensitivity analysis
Risikomanagement
15
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6
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1987-2005
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Manganelli, Simone
Wang, Ruodu
13
Csóka, Péter
10
Merton, Robert C.
10
Bodie, Zvi
9
Diebold, Francis X.
8
Scaillet, Olivier
8
Gray, Dale
7
Herings, Peter Jean-Jacques
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Mao, Tiantian
7
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6
Basu, Susanto
5
Fermanian, Jean-David
5
Kou, Steven
5
Peng, Xianhua
5
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5
Wang, J. Christina
5
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4
Bollerslev, Tim
4
Brandtner, Mario
4
Breuer, Thomas
4
Cai, Jun
4
Engle, Robert F.
4
Farkas, Walter
4
Furman, Edward
4
Gouriéroux, Christian
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Jiang, Wenjun
4
Klüppelberg, Claudia
4
Rosazza Gianin, Emanuela
4
Wilkens, Sascha
4
Ahelegbey, Daniel Felix
3
Balbás de la Corte, Alejandro
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Bernardi, Mauro
3
Boonen, Tim J.
3
Böcker, Klaus
3
Ceretta, Paulo Sergio
3
Chen, Zhiping
3
Cheung, Ka Chun
3
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Discussion paper / Department of Economics, University of California San Diego
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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ECONIS (ZBW)
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1
Sensitivity analysis of volatility : a new tool for risk management
Manganelli, Simone
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001735709
Saved in:
2
Sensitivity analysis of volatility : a new tool for risk management
Manganelli, Simone
-
2002
Persistent link: https://www.econbiz.de/10013434521
Saved in:
3
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
4
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
5
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
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