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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Perrakis, Stylianos"
~subject:"Risikomaß"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Article"
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Risikomaß
Statistical distribution
Derivat
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1983-2008
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Fabozzi, Frank J.
Perrakis, Stylianos
Barone-Adesi, Giovanni
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Brunac, Jean-Baptiste
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Chen, Cathy Yi-Hsuan
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European financial management : the journal of the European Financial Management Association
Journal of banking & finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied financial economics
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Computational economics
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Review of quantitative finance and accounting
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Annals of economics and finance
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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International journal of finance & economics : IJFE
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Journal of economics & business
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Journal of empirical finance
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Journal of statistical and econometric methods
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Review of derivatives research
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The econometrics journal
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The journal of alternative investments : JAI
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Liquidity risk and volatility risk in credit spread models : a unified approach
Perrakis, Stylianos
;
Zhong, Rui
- In:
European financial management : the journal of the …
23
(
2017
)
5
,
pp. 873-901
Persistent link: https://www.econbiz.de/10011865496
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2
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
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