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~subject:"Capital income"
~subject:"Outliers"
~subject:"Prognoseverfahren"
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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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
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Digital transformation management : challenges and futures in the Asian digital economy
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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]
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Financial crises, sovereign risk and the role of institutions
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Finanzierung, Investition und Entscheidung : einzelwirtschaftliche Analysen zur Bank- und Finanzwirtschaft ; Prof. Dr. Michael Bitz zum 65. Geburtstag gewidmet ; [Festschrift für Michael Bitz]
1
Global stock exchanges : stability, interrelationships, and roles
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Handbook of economic forecasting ; Vol. 1
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Handbook of heavy tailed distributions in finance
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Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
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Measuring risk in complex stochastic systems
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New trends in banking management : with 42 tables
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Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
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Political economy of international monetary interdependence ; Pt. 5
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Recent econometric techniques for macroeconomic and financial data
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Risk assessment and financial regulation in emerging markets' banking : trends and prospects
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The VaR implementation handbook
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Wege zur Ganzheit : Festschrift für J. Hanns Pichler zum 60. Geburtstag
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21
The economic implications of volatility scaling by the square-root-of-time rule
Ellis, Craig
;
Sundmacher, Maike
- In:
Stock market volatility
,
(pp. 147-161)
.
2009
Persistent link: https://www.econbiz.de/10003830412
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22
Mean-variance versus mean-VaR and mean-utility spanning
Bodson, Laurent
;
Hübner, Georges
- In:
Stock market volatility
,
(pp. 181-193)
.
2009
Persistent link: https://www.econbiz.de/10003830421
Saved in:
23
Cross-sectional return dispersions and risk in global equity markets
Chiang, Thomas C.
- In:
Stock market volatility
,
(pp. 361-376)
.
2009
Persistent link: https://www.econbiz.de/10003830590
Saved in:
24
Extreme value theory for GARCH processes
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 187-200)
.
2009
Persistent link: https://www.econbiz.de/10003833941
Saved in:
25
Estimation of value at risk for heteroscedastic and heavy-tailed asset time series : evidence from emerging Asian stock markets
Kao, Tzu-Chuan
;
Lin, Chu-Hsiung
- In:
Global stock exchanges : stability, interrelationships, …
,
(pp. 161-176)
.
2009
Persistent link: https://www.econbiz.de/10008840546
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26
Advances in extreme value theory with applications to finance
Novak, S. Y.
- In:
New business and finance research developments
,
(pp. 199-251)
.
2009
Persistent link: https://www.econbiz.de/10009124124
Saved in:
27
Managing operational risk : methodology and prospects
Temnov, Grigory
- In:
Mathematical control theory and finance
,
(pp. 397-417)
.
2008
Persistent link: https://www.econbiz.de/10003755898
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28
Risiken von Commodities : eine empirische Analyse
Oehler, Andreas
;
Herberger, Tim
;
Schiefer, Dirk
; …
- In:
Finanzierung, Investition und Entscheidung : …
,
(pp. 261-276)
.
2008
Persistent link: https://www.econbiz.de/10003690939
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29
Generalized extreme value distribution and extreme economic value at risk (EE-VaR)
Alentorn, Amadeo
;
Markose, Sheri M.
- In:
Computational methods in financial engineering : essays …
,
(pp. 47-71)
.
2008
Persistent link: https://www.econbiz.de/10003669439
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30
On the new transformation-based approach to value-at-risk : an application to the Indian stock market
Samanta, G. P.
- In:
Advances in banking technology and management : impacts …
,
(pp. 278-297)
.
2008
Persistent link: https://www.econbiz.de/10003606784
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