Similar Search Results - EconBiz

The value of delegation in a dynamic agency

Schöndube-Pirchegger, Barbara; Schöndube, Jens Robert - 2009

Persistent link: https://www.econbiz.de/10003933795

Bitcoin, gold and the dollar : a GARCH volatility analysis

Dyhrberg, Anne Haubo - 2015

This paper sets out to explore the hedging capabilities of bitcoin by applying the asymmetric GARCH methodology used in investigation of gold. The results show that bitcoin can clearly be used as a hedge against stocks in the Financial Times Stock Exchange Index. Additionally bitcoin can be used...

Persistent link: https://www.econbiz.de/10011347560

Hedging capabilities of bitcoin : is it the virtual gold?

Dyhrberg, Anne Haubo - 2015

This paper sets out to explore the hedging capabilities of bitcoin by applying the asymmetric GARCH methodology used in investigation of gold. The results show that bitcoin can clearly be used as a hedge against stocks in the Financial Times Stock Exchange Index. Additionally bitcoin can be used...

Persistent link: https://www.econbiz.de/10011348399

Economic capital gauged

Berg-Yuen, Pia E. K. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002179067

Konstruktion und Anwendung von Copulas in der Finanzwirtschaft

Hlawatsch, Stefan; Reichling, Peter - 2010

Persistent link: https://www.econbiz.de/10008902555

Deep xVA solver : a neural network based counterparty credit risk management framework

Gnoatto, Alessandro; Picarelli, Athena; Reisinger, Christoph - 2020

Persistent link: https://www.econbiz.de/10012307295

Managing new technology : the combination of model risk and enterprise risk management

Scott, Eleanor Toye; Stiles, Philip; Debata, Pradeep - 2022

Persistent link: https://www.econbiz.de/10013175665

Energy market risk management under uncertainty : a VaR based on wavelet approach

Alqaralleh, Huthaifa; Al-Saraireh, Ahmad; Canepa, Alessandra - 2021

Persistent link: https://www.econbiz.de/10013167200

Capital preservation and current spending with sovereign wealth funds and endowment funds : a simulation study

Mork, Knut Anton; Trønnes, Haakon Andreas; … - 2022

Persistent link: https://www.econbiz.de/10013194621

Deep Quadratic Hedging

Gnoatto, Alessandro; Lavagnini, Silvia; Picarelli, Athena - 2022

Persistent link: https://www.econbiz.de/10013535748

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