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~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper"
~person:"Kiesel, Rüdiger"
~person:"Singh, Abhay Kumar"
~subject:"Prognoseverfahren"
~subject:"Value-at-Risk forecast"
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Kiesel, Rüdiger
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Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
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Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger
;
Rahe, Florentin
- In:
Journal of banking & finance
76
(
2017
),
pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
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