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Konfidenzintervalle für den Value-at-Risk
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961723
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Blue for ß in CAPM with infinite variance
Huschens, Stefan; Kurz-Kim, Jeong-Ryeol - 1999
Persistent link: https://www.econbiz.de/10001399219
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Verfahren zur Value-at-Risk-Berechnung
Huschens, Stefan - 1999
Persistent link: https://www.econbiz.de/10001425947
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Value-at-Risk-Berechnung durch historische Simulation
Huschens, Stefan - 2000
Persistent link: https://www.econbiz.de/10001558047
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Simultane Validierung von Ausfallwahrscheinlichkeiten
Henking, Andreas - 2004
Persistent link: https://www.econbiz.de/10002140903
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Bounds for the expectation of bounded random variables
Tillich, Daniel - 2011
Persistent link: https://www.econbiz.de/10009315584
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Confidence intervals for the value-at-risk
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10013440859
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Von der Markt- zur Kreditrisikomessung
Huschens, Stefan - 2000
Persistent link: https://www.econbiz.de/10013440957
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Estimation of default probabilities and default correlations
Huschens, Stefan - 2003
Persistent link: https://www.econbiz.de/10013441061
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BLUEs for default probabilities
Vogl, Konstantin; Wania, Robert - 2004
Persistent link: https://www.econbiz.de/10013441062