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~person:"Frömmel, Michael"
~person:"Gouriéroux, Christian"
~person:"Huschens, Stefan"
~person:"Stoyanov, Stoyan V."
~person:"Vries, Casper G. de"
~subject:"Analysis of variance"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Analysis of variance
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Frömmel, Michael
Gouriéroux, Christian
Huschens, Stefan
Stoyanov, Stoyan V.
Vries, Casper G. de
Korn, Ralf
4
Dijk, Herman K. van
3
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3
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Verfahren zur Value-at-Risk-Berechnung
Huschens, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001425947
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2
Wechselkursvolatilität und institutsspezifische Value-at-Risk-Ansätze
Frömmel, Michael
;
Menkhoff, Lukas
;
Tolksdorf, Norbert
- In:
Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe
116
(
1999
)
11
,
pp. 506-511
Persistent link: https://www.econbiz.de/10001458250
Saved in:
3
Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1998
Persistent link: https://www.econbiz.de/10001422900
Saved in:
4
Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10013440918
Saved in:
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