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~person:"Gopikrishnan, P."
~person:"Kiesel, Rüdiger"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference paper"
~type_genre:"Mikroform"
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Gopikrishnan, P.
Kiesel, Rüdiger
Račev, Svetlozar T.
9
Leemis, Lawrence M.
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Fabozzi, Frank J.
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Wang, Tonghui
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
3
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Structured credit products : pricing, rating, risk management and Basel II
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A survey of dependency modelling: copulas, tail dependence and estimation
Kiesel, Rüdiger
;
Schmidt, Rafael
- In:
Structured credit products : pricing, rating, risk …
,
(pp. 3-34)
.
2004
Persistent link: https://www.econbiz.de/10003283016
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2
An extreme analysis of VaRs for emerging market benchmark bonds
Kiesel, Rüdiger
;
Perraudin, William R. M.
;
Taylor, Alex
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 111-137)
.
2003
Persistent link: https://www.econbiz.de/10002001481
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3
Price fluctuations and market activity
Gopikrishnan, P.
;
Plerou, V.
;
Gabaix, X.
;
Amaral, L. A. N.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [12]-17)
.
2002
Persistent link: https://www.econbiz.de/10001679213
Saved in:
4
Random matrix theory and cross-correlations of stock prices
Rosenow, B.
;
Gopikrishnan, P.
;
Plerou, V.
;
Stanley, H. E.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [27]-34)
.
2002
Persistent link: https://www.econbiz.de/10001679223
Saved in:
5
Modelling the growth statistics of economic organizations
Amaral, L. A. N.
;
Gopikrishnan, P.
;
Plerou, V.
; …
- In:
Empirical science of financial fluctuations : the …
,
(pp. [313]-320)
.
2002
Persistent link: https://www.econbiz.de/10001679518
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