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On the appropriateness of inappropriate VaR models
Härdle, Wolfgang; Hlávka, Zdeněk; Stahl, Gerhard - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 2, pp. 273-297
Persistent link: https://www.econbiz.de/10003328297
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Preismessung und technischer Fortschritt
Harhoff, D.; Müller, M.; Endres, W. - In: Allgemeines statistisches Archiv : AStA ; journal of … 81 (1997) 1, pp. 131
Persistent link: https://www.econbiz.de/10006584613
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On the appropriateness of inappropriate VaR models
Härdle, W.; Hlávka, Z.; Stahl, G. - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 2, pp. 273-298
Persistent link: https://www.econbiz.de/10007269282
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SFB 373 "Quantification and Simulation of Economic Processes" at the Humboldt-University in Berlin
Härdle, Wolfgang; Schmerbach, Sibylle - In: Allgemeines statistisches Archiv : AStA ; journal of … 80 (1996) 4, pp. 433-441
Persistent link: https://www.econbiz.de/10006588743