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subject:"ARCH-Modell"
~isPartOf:"Advances in risk management"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Schätzung"
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ARCH-Modell
Schätzung
Beta risk
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Advances in risk management
European journal of operational research : EJOR
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Capital asset pricing model (CAPM) with drawdown measure
Zabarankin, Michael
;
Pavlikov, Konstantin
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 491-498
Persistent link: https://www.econbiz.de/10010356712
Saved in:
2
Hedge fund systemic risk signals
Savona, Roberto
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
Saved in:
3
Large and small cap stocks in Europe : covariance asymmetry, volatility spillovers and beta estimates
Chuliá, Helena
;
Torró, Hipòlit
- In:
Advances in risk management
,
(pp. 327-352)
.
2007
Persistent link: https://www.econbiz.de/10003401630
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