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McAleer, Michael
94
Wang, Ruodu
48
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43
Härdle, Wolfgang
42
Stoja, Evarist
38
Pérez Amaral, Teodosio
32
Fabozzi, Frank J.
31
Dowd, Kevin
30
Hammoudeh, Shawkat
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Chang, Chia-Lin
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Daníelsson, Jón
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Vanduffel, Steven
28
Polanski, Arnold
27
Vries, Casper G. de
27
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24
Jiménez-Martín, Juan-Ángel
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Powell, Robert
24
Rosazza Gianin, Emanuela
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Rüschendorf, Ludger
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Caporin, Massimiliano
23
Račev, Svetlozar T.
22
Giot, Pierre
21
Paolella, Marc S.
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Dhaene, Jan
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Huschens, Stefan
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Kratz, Marie
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Wied, Dominik
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Ardia, David
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Bernard, Carole
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Gerlach, Richard
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Hoogerheide, Lennart
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Cai, Jun
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Insurance / Mathematics & economics
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181
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123
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116
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115
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108
Energy economics
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International review of financial analysis
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73
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67
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67
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International journal of forecasting
59
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57
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55
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52
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47
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International journal of theoretical and applied finance
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45
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40
The European journal of finance
39
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research paper series / Swiss Finance Institute
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Applied economics letters
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SFB 649 discussion paper
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
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Finance and stochastics
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Pacific-Basin finance journal
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ECONIS (ZBW)
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RePEc
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EconStor
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7761
Evaluating volatility forecasts and empirical distributions in Value at Risk models
Dockner, Engelbert J.
;
Scheicher, Martin
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
1
,
pp. 39-55
Persistent link: https://www.econbiz.de/10001518563
Saved in:
7762
Value-at-Risk-Limitstrukturen zur Steuerung und Begrenzung von Marktrisiken im Aktienbereich
Beeck, Helmut
;
Johanning, Lutz
;
Rudolph, Bernd
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1/2
,
pp. 259-286
Persistent link: https://www.econbiz.de/10001411570
Saved in:
7763
On dynamic measures of risk
Cvitanić, Jakša
;
Karatzas, Ioannis
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 451-482
Persistent link: https://www.econbiz.de/10001412192
Saved in:
7764
Evaluierung von Value-at-Risk Modellen für zinsabhängige Finanzinstrumente
Aussenegg, Wolfgang
;
Pichler, Stefan
- In:
Managementinstrumente und -konzepte : Entstehung, …
,
(pp. 417-438)
.
1999
Persistent link: https://www.econbiz.de/10001414520
Saved in:
7765
Value-at-risk analysis : a review and the potential for agricultural applications
Manfredo, Mark R.
;
Leuthold, Raymond M.
- In:
Review of agricultural economics : RAE
21
(
1999
)
1
,
pp. 99-111
Persistent link: https://www.econbiz.de/10001417821
Saved in:
7766
Optimal shortfall hedging of credit risk
Lotz, Christopher
-
1999
Persistent link: https://www.econbiz.de/10001421272
Saved in:
7767
Modifikation der Verteilungsannahme im Value-at-Risk-Modell
Jödicke, Ralf
;
Schremper, Ralf
-
1999
Persistent link: https://www.econbiz.de/10001404275
Saved in:
7768
Optionsbewertung und Risikomessung mit impliziten Binomialbäumen
Neumann, Marco
-
1999
Persistent link: https://www.econbiz.de/10001374429
Saved in:
7769
Handbuch Bankenaufsicht und interne Risikosteuerungsmodelle : Quantifizierung und Analyse von Risiken mit bankinternen Modellen, bankaufsichtliche Anforderungen
Eller, Roland
(
ed.
);
Gruber, Walter
(
ed.
);
Reif, Markus
(
ed.
)
-
1999
-
1. Auflage
Persistent link: https://www.econbiz.de/10001379221
Saved in:
7770
Konzeption des bankinternen Risikomodells RiskMaster®
Lister, Michaek
- In:
Risk-Controlling in der Praxis : rechtliche …
,
(pp. 69-145)
.
1999
Persistent link: https://www.econbiz.de/10001448706
Saved in:
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