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Measuring risk in value-at-risk based on student's t-distribution

Huschens, Stefan; Kurz-Kim, Jeong-Ryeol - 1998

Persistent link: https://www.econbiz.de/10001422900

Value-at-Risk-Schlaglichter : Ausgabe 2/1998

Huschens, Stefan - 1998 - 2. Ausg

Persistent link: https://www.econbiz.de/10000996150

Risikoabschätzung bei partieller Information

Henking, Andreas; Huschens, Stefan - 1996

Persistent link: https://www.econbiz.de/10000974973

Konzepte zur Messung von Risiko : vom intuitiven Risikobegriff zum Value at Risk

Brachinger, Hans Wolfgang; Steinhauser, Uwe - 1998

Persistent link: https://www.econbiz.de/10000979924

Die Bestimmung des Portefeuillerisikos bei nichtlinearer Wirkung der Risikofaktoren

Locarek-Junge, Hermann - 1998

Persistent link: https://www.econbiz.de/10000983805

Value-at-Risk-Schätzung mit Mixture Density Networks

Locarek-Junge, Hermann; Prinzler, Ralf - 1997

Persistent link: https://www.econbiz.de/10000983807

Tax policy and uncertainty : modelling debt projections and fiscal sustainability

Ball, Christopher; Creedy, John; Scobie, Grant McDonald - 2020

"Presenting innovative modelling approaches to the analysis of fiscal policy and government debt, this book moves beyond previous models that have relied upon the assumption that various age-specific rates and policy variables remain unchanged when it comes to generating government expenditures...

Persistent link: https://www.econbiz.de/10012416712

Optimal monetary policy under uncertainty

Froyen, Richard T. - 2007

Recently there has been a resurgence of interest in the study of optimal monetary policy under uncertainty. This book provides a thorough survey of the literature that has resulted from this renewed interest. The authors ground recent contributions on the 'science of monetary policy' in the...

Persistent link: https://www.econbiz.de/10012420009

Globalization and the environment : risk assessment and the WTO

Kellow, Aynsley John (contributor); … - 2001

One of the unforeseen consequences of the WTO agreements has been controversy over risk. This volume explores aspects of risk with special reference to the WTO, where national instruments to reduce risk may conflict with international trade rules. The book is divided into sections dealing with:...

Persistent link: https://www.econbiz.de/10011851983

Financial risk measurement and management

Diebold, Francis X. - 2012

: Theory and Practice 1, Amsterdam, Holland, New York, NY and Oxford, UK: North-Holland Publishing Company, 203-26 -- Peter K … Edition, McGraw-Hill. -- Lando, D. (2004), Credit Risk Modeling: Theory and Applications, Princeton University Press …), "The Cost of Capital, Corporation Finance and the Theory of Investment," American Economic Review, 48, 261-297. -- Nelson …

Persistent link: https://www.econbiz.de/10011852322