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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Risikomaß"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Article"
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Risikomaß
Statistical distribution
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Fabozzi, Frank J.
Račev, Svetlozar T.
3
Chan, Jennifer So Kuen
2
Kok Haur Ng
2
Sun, Wei
2
Wied, Dominik
2
Abbara, Omar
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European financial management : the journal of the European Financial Management Association
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of banking & finance
3
Applied financial economics
2
Computational economics
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Review of quantitative finance and accounting
2
Annals of economics and finance
1
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1
Annals of operations research
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International journal of finance & economics : IJFE
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of statistical and econometric methods
1
The econometrics journal
1
The journal of alternative investments : JAI
1
The journal of asset management
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
4
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date (oldest first)
1
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
2
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
3
A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
Saved in:
4
Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
Sun, Wei
;
Račev, Svetlozar T.
;
Stojanov, Stojan Dimitrov
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009513633
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