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subject:"Risikomaß"
subject:"USA"
~person:"Christoffersen, Peter F."
~subject:"Managerial finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Risikomaß
USA
Managerial finance
Risikomanagement
11
Risk management
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4
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4
Portfolio selection
4
Portfolio-Management
4
Prognoseverfahren
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English
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Christoffersen, Peter F.
McAleer, Michael
21
Schuermann, Til
20
Wang, Ruodu
20
Dionne, Georges
15
Stoja, Evarist
14
Embrechts, Paul
13
Hammoudeh, Shawkat
11
Mao, Tiantian
11
Stulz, René M.
10
Allen, David E.
9
Farkas, Walter
9
Härdle, Wolfgang
9
Polanski, Arnold
9
Broll, Udo
8
Cai, Jun
8
Daníelsson, Jón
8
Fernando, Chitru S.
8
Hayes, Dermot James
8
Kunreuther, Howard
8
Li, Jianping
8
Pérez Amaral, Teodosio
8
Rüschendorf, Ludger
8
Chang, Chia-Lin
7
Diebold, Francis X.
7
Giudici, Paolo
7
Janabi, Mazin A. M. al
7
Manganelli, Simone
7
Mnasri, Mohamed
7
Puccetti, Giovanni
7
Righi, Marcelo Brutti
7
Tiwari, Aviral Kumar
7
Babcock, Bruce A.
6
Bernard, Carole
6
Boonen, Tim J.
6
Fermanian, Jean-David
6
Goodwin, Barry K.
6
Karmakar, Madhusudan
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6
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Journal of empirical finance
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ECONIS (ZBW)
7
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1
Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.
;
Berkowitz, Jeremy
;
Pelletier, …
-
2009
Persistent link: https://www.econbiz.de/10003865687
Saved in:
2
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
3
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
4
Testing, comparing, and combining value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
-
1999
Persistent link: https://www.econbiz.de/10001427788
Saved in:
5
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
6
Testing and comparing value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
- In:
Journal of empirical finance
8
(
2001
)
3
,
pp. 325-342
Persistent link: https://www.econbiz.de/10001587072
Saved in:
7
How relevant is volatility forecasting for financial risk management?
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1998
Persistent link: https://www.econbiz.de/10001350963
Saved in:
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