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subject:"United States"
~isPartOf:"Computational economics"
~person:"Härdle, Wolfgang"
~subject:"Deutschland"
~subject:"Prognoseverfahren"
~subject:"Risk measure"
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Härdle, Wolfgang
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Computational economics
SFB 649 discussion paper
47
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Measuring risk in complex stochastic systems
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Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
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