Narrow search
Showing 1 - 3 of 3
Cover Image
VaR in high dimensional systems : a conditional correlation approach
Herwartz, Helmut; Pedrinha, Bruno - In: Applied quantitative finance, (pp. 83-102). 2009
Persistent link: https://www.econbiz.de/10003745954
Cover Image
High-frequency volatility and liquidity
Hautsch, Nikolaus; Jeleskovic, Vahidin - In: Applied quantitative finance, (pp. 379-397). 2009
Persistent link: https://www.econbiz.de/10003746425
Cover Image
Portfolio selection with spectral risk measures
Huang, S.F.; Lin, H.C.; Lin, T.Y. - In: Applied quantitative finance, (pp. 39-56). 2017
Persistent link: https://www.econbiz.de/10011794952