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Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan - 1998 - 2. Ausg
Persistent link: https://www.econbiz.de/10000996150
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Die Bestimmung des Portefeuillerisikos bei nichtlinearer Wirkung der Risikofaktoren
Locarek-Junge, Hermann - 1998
Persistent link: https://www.econbiz.de/10000983805
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Value-at-Risk-Schätzung mit Mixture Density Networks
Locarek-Junge, Hermann; Prinzler, Ralf - 1997
Persistent link: https://www.econbiz.de/10000983807
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Optimal advising under delaying reaction regimes
Lehmann-Waffenschmidt, Marco - 1996
Persistent link: https://www.econbiz.de/10000958453
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Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961431
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Risikoabschätzung durch historische Simulation
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961433
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Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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Testing the martingale restriction for option implied densities
Busch, Thomas (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978