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Härdle, Wolfgang
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Kleinow, Torsten
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Applied quantitative finance : theory and computational tools
NBER working paper series
8,819
Working paper / National Bureau of Economic Research, Inc.
8,211
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7,940
Economics letters
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1
Approximating value at risk in conditional Gaussian models
Jaschke, Stefan R.
;
Jiang, Yuze
- In:
Applied quantitative finance : theory and computational …
,
(pp. 3-33)
.
2002
Persistent link: https://www.econbiz.de/10001749949
Saved in:
2
Applications of copulas for the calculation of Value-at-Risk
Rank, Jörn
;
Siegl, Thomas
- In:
Applied quantitative finance : theory and computational …
,
(pp. 35-50)
.
2002
Persistent link: https://www.econbiz.de/10001749959
Saved in:
3
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance : theory and computational …
,
(pp. 51-83)
.
2002
Persistent link: https://www.econbiz.de/10001749973
Saved in:
4
Rating migrations
Höse, Steffi
;
Huschens, Stefan
;
Wania, Robert
- In:
Applied quantitative finance : theory and computational …
,
(pp. 87-110)
.
2002
Persistent link: https://www.econbiz.de/10001749976
Saved in:
5
Sensitivity analysis of credit portfolio models
Kiesel, Rüdiger
;
Kleinow, Torsten
- In:
Applied quantitative finance : theory and computational …
,
(pp. 111-124)
.
2002
Persistent link: https://www.econbiz.de/10001749980
Saved in:
6
How precise are price distributions predicted by implied binomial trees?
Härdle, Wolfgang
;
Zheng, Jun
- In:
Applied quantitative finance : theory and computational …
,
(pp. 145-170)
.
2002
Persistent link: https://www.econbiz.de/10001749985
Saved in:
7
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
Saved in:
8
An empirical likelihood goodness-of-fit test for diffusions
Chen, Song Xi
;
Härdle, Wolfgang
;
Kleinow, Torsten
- In:
Applied quantitative finance : theory and computational …
,
(pp. 259-281)
.
2002
Persistent link: https://www.econbiz.de/10001750003
Saved in:
9
A simple state space model of house prices
Schulz, Rainer
;
Werwatz, Axel
- In:
Applied quantitative finance : theory and computational …
,
(pp. 283-307)
.
2002
Persistent link: https://www.econbiz.de/10001750007
Saved in:
10
Long memory effects trading strategy
Blaskowitz, Oliver Jim
;
Schmidt, Peter
- In:
Applied quantitative finance : theory and computational …
,
(pp. 309-322)
.
2002
Persistent link: https://www.econbiz.de/10001750011
Saved in:
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