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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Catania, Leopoldo"
~person:"Renò, Roberto"
~person:"So, Mike Ka-pui"
~subject:"Derivat"
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Risikomaß
USA
Derivat
Risikomanagement
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Catania, Leopoldo
Renò, Roberto
So, Mike Ka-pui
Hong, Yongmiao
2
Zhang, Zhengjun
2
Bandi, Federico M.
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
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1
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1
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1
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1
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1
Li, Haitao
1
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1
Luati, Alessandra
1
Maasoumi, Esfandiar
1
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1
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Journal of econometrics
International journal of forecasting
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
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