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subject:"Risikomaß"
subject:"USA"
~person:"Christoffersen, Peter F."
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Risikomaß
USA
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Risikomanagement
11
Risk management
10
Estimation
4
Forecasting model
4
Portfolio selection
4
Portfolio-Management
4
Prognoseverfahren
4
Schätzung
4
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3
ARCH-Modell
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Risk measure
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Theorie
3
Theory
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Volatilität
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Financial market
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Finanzdienstleistung
2
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2
Risikoprämie
2
Risk premium
2
Betriebliche Finanzwirtschaft
1
CDS
1
Copula
1
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Credit risk
1
Default risk
1
Dynamic dependence
1
Financial services
1
Insolvency
1
Insolvenz
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Kreditderivat
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Aufsatz in Zeitschrift
Non-commercial literature
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Arbeitspapier
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English
6
Author
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Christoffersen, Peter F.
McAleer, Michael
21
Schuermann, Til
20
Wang, Ruodu
19
Dionne, Georges
15
Stoja, Evarist
14
Embrechts, Paul
13
Hammoudeh, Shawkat
11
Mao, Tiantian
11
Allen, David E.
9
Farkas, Walter
9
Härdle, Wolfgang
9
Polanski, Arnold
9
Stulz, René M.
9
Broll, Udo
8
Cai, Jun
8
Daníelsson, Jón
8
Hayes, Dermot James
8
Kunreuther, Howard
8
Li, Jianping
8
Pérez Amaral, Teodosio
8
Rüschendorf, Ludger
8
Chang, Chia-Lin
7
Fernando, Chitru S.
7
Giudici, Paolo
7
Janabi, Mazin A. M. al
7
Manganelli, Simone
7
Mnasri, Mohamed
7
Puccetti, Giovanni
7
Righi, Marcelo Brutti
7
Babcock, Bruce A.
6
Bernard, Carole
6
Boonen, Tim J.
6
Diebold, Francis X.
6
Fermanian, Jean-David
6
Goodwin, Barry K.
6
Karmakar, Madhusudan
6
Kratz, Marie
6
Liu, Haiyan
6
Pelizzon, Loriana
6
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CFS working paper series
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CREATES research paper
1
Financial Institutions Center
1
Journal of empirical finance
1
Working paper / National Bureau of Economic Research, Inc.
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Working papers / Financial Institutions Center
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ECONIS (ZBW)
6
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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/10002569521
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/10003350610
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:
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