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~subject:"Statistical distribution"
~type_genre:"Bibliografie"
~type_genre:"Forschungsbericht"
~type_genre:"Hochschulschrift"
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Search: subject:"value at risk"
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Statistical distribution
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1
Extreme value statistics using related variables
Ahmed, Hanan
-
2022
Persistent link: https://www.econbiz.de/10013263346
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2
Essays on portfolio optimization and estimation risk
Kovalenko, Illia
-
2021
Persistent link: https://www.econbiz.de/10013502668
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3
Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation
Bräutigam, Marcel
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2020
Persistent link: https://www.econbiz.de/10012488824
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4
Risks of leveraged products
Di Cesare, Antonio
-
2012
instruments.
value-at-risk
; leverage ; hedge funds ; serial correlation ; Collateralized Debt Obligations (CDOs) ; Credit Default …
Persistent link: https://www.econbiz.de/10009706532
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5
Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.
;
Mikosch, Thomas
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2006
Persistent link: https://www.econbiz.de/10003370444
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6
Fiancial risk management and portfolio optimization using artificial neural networks and extreme value theory
Mabouba, Diagne
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001763322
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7
Stochastic Taylor expansions and saddlepoint approximations for risk management
Studer, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001674056
Saved in:
8
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
Giacomini, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003931427
Saved in:
9
Accurate risk and density prediction of asset prices
Steude, Sven Christian
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003640144
Saved in:
10
Higher order moments in distribution modelling with applications to risk management
Malo, Pekka
-
2007
Persistent link: https://www.econbiz.de/10003504508
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