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subject:"ARCH model"
~subject:"Risk"
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2441
Scale-consistent value-at-risk
Lehnert, Thorsten
;
Wolff, Christiaan Cornelis Petrus
- In:
Finance research letters
1
(
2004
)
2
,
pp. 127-134
Persistent link: https://www.econbiz.de/10003307269
Saved in:
2442
Liquidity adjustment in Value at Risk (VaR) model : evidence from the Indian debt market
Roy, Sunando
- In:
Occasional papers / Reserve Bank of India
25
(
2004
)
1/2/3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003310217
Saved in:
2443
Neue Ansätze in der österreichischen Bankenanalyse
Hayden, Evelyn
;
Bauer, Jürgen
- In:
Finanzmarktstabilitätsbericht
(
2004
),
pp. 60-69
Persistent link: https://www.econbiz.de/10002133388
Saved in:
2444
Cost-Average-Strategie versus Einmalanlage : Shortfallrisiken und Probable Minimum Wealth
Albrecht, Peter
;
Dus, Ivica
;
Maurer, Raimond
- In:
Finanzintermediation : theoretische, …
,
(pp. 49-67)
.
2004
Persistent link: https://www.econbiz.de/10002078239
Saved in:
2445
The emperor has no clothes: limits to risk modelling
Daníelsson, Jón
- In:
Risk measures for the 21st century
,
(pp. 13-32)
.
2004
Persistent link: https://www.econbiz.de/10002081475
Saved in:
2446
Concave risk measures in international capital regulation
Kondor, Imre
;
Szepessy, András
;
Ujvárosi, Tünde
- In:
Risk measures for the 21st century
,
(pp. 51-59)
.
2004
Persistent link: https://www.econbiz.de/10002081507
Saved in:
2447
Risk measures for asset allocation models
Giacometti, Rosella
;
Ortobelli Lozza, Sergio
- In:
Risk measures for the 21st century
,
(pp. 69-86)
.
2004
Persistent link: https://www.econbiz.de/10002081521
Saved in:
2448
A risk measure for income processes
Pflug, Georg Ch.
;
Ruszczyński, Andrzej
- In:
Risk measures for the 21st century
,
(pp. 249-269)
.
2004
Persistent link: https://www.econbiz.de/10002081543
Saved in:
2449
Estimation of tail risk and portfolio optimisation with respect to extreme measures
Consigli, Giorgio
- In:
Risk measures for the 21st century
,
(pp. 365-401)
.
2004
Persistent link: https://www.econbiz.de/10002081634
Saved in:
2450
Value at risk from econometric models and implied from currency options
Chong, James
- In:
Journal of forecasting
23
(
2004
)
8
,
pp. 603-620
Persistent link: https://www.econbiz.de/10002494622
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