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~institution:"The Wharton Financial Institutions Center"
~subject:"Portfolio-Management"
~subject:"Volatilität"
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Portfolio-Management
Volatilität
Theorie
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6
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Diebold, Francis X.
3
Zenios, Stauros Andrea
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1
Bertocchi, Marida
1
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The Wharton Financial Institutions Center
National Bureau of Economic Research
411
Institute of Finance and Accounting <London>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Rodney L. White Center for Financial Research
13
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Center for Economic Research <Tilburg>
10
European University Institute / Department of Economics
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Springer Fachmedien Wiesbaden
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Birkbeck College / Department of Economics
7
Centre for Analytical Finance <Århus>
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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Internationaler Währungsfonds / Research Department
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universität Zürich / Institut für Schweizerisches Bankwesen
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International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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Association of European Operational Research Societies / Working Group on Financial Modelling
5
Erasmus Research Institute of Management
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Federal Reserve System / Division of Research and Statistics
5
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5
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5
Universität Mannheim
5
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4
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4
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4
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4
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4
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4
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Working papers / Financial Institutions Center
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ECONIS (ZBW)
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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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2
The tail that wags the dog : integrating credit risk in asset portfolios
Jobst, Norbert
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657314
Saved in:
3
Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657320
Saved in:
4
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
5
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
6
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
7
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
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