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type_genre:"Sammelwerk"
~person:"Manganelli, Simone"
~subject:"Portfolio selection"
~subject:"Risiko"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
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Manganelli, Simone
Eller, Roland
7
McAleer, Michael
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Pelizzon, Loriana
7
Stoja, Evarist
7
Diebold, Francis X.
6
Engle, Robert F.
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Schuermann, Til
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Daouia, Abdelaati
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Hammoudeh, Shawkat
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Kubitza, Christian
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Lee, Cheng F.
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ECONIS (ZBW)
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Value at risk models in finance
Manganelli, Simone
;
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001626397
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2
Value at risk models in finance
Manganelli, Simone
-
2001
Persistent link: https://www.econbiz.de/10013434378
Saved in:
3
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
4
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
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