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Search: person:"Kehl, Annabelle"
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Kehl, Annabelle
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Frick, Melanie
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Quantitative Finance
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Risk : managing risk in the world's financial markets
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Risk management - Event risk modelling for equities - Modelling event risk is an important challenge faced by many institutions because of new regulations. The authors develop an i...
Kehl, Annabelle
;
Frick, Melanie
;
Wehn, Carsten
- In:
Risk : managing risk in the world's financial markets
24
(
2011
)
2
,
pp. 90-96
Persistent link: https://www.econbiz.de/10008846134
Saved in:
2
Messung von Eventrisiken : Modellierung, Parametrisierung, Simulation
Kehl, Annabelle
-
2010
-
1., Aufl.
Persistent link: https://www.econbiz.de/10013432109
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3
Event risk—Parametrization and estimation in a generalized Pareto model with time-varying thresholds
Frick, Melanie
;
Kehl, Annabelle
- In:
Quantitative Finance
10
(
2010
)
5
,
pp. 455-460
Persistent link: https://www.econbiz.de/10008675068
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