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~institution:"European University Institute / Department of Law"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~subject:"Regressionsanalyse"
~subject:"Statistical theory"
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Konfidenzintervalle für den Value-at-Risk
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961723
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Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.
;
Phillips, Garry D. A.
;
Schipp, Bernhard
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1998
Persistent link: https://www.econbiz.de/10000978872
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3
Effizienzvergleich zwischen Maximum-Likelihood-Schätzern und Pseudo-Maximum-Likelihood-Schätzern bei alternativen Verteilungsannahmen im GARCH(1,1)-Modell
Brechtmann, Markus
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1997
Persistent link: https://www.econbiz.de/10000974974
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Herleitung der Verteilung von Funktionen normal- und chiquadratverteilter Zufallsvariablen
Becker, Lioba
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1997
Persistent link: https://www.econbiz.de/10000974975
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Konzepte zur Messung von Risiko : vom intuitiven Risikobegriff zum Value at Risk
Brachinger, Hans Wolfgang
;
Steinhauser, Uwe
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1998
Persistent link: https://www.econbiz.de/10000979924
Saved in:
6
Blue for ß in CAPM with infinite variance
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001399219
Saved in:
7
Confidence intervals for the value-at-risk
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10013440859
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