//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~person:"Paraschiv, Florentina"
~person:"Schindlmayr, Gero"
~subject:"Commodity derivative"
~subject:"Natural gas"
~subject:"Rohstoffderivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Commodity derivative
Natural gas
Rohstoffderivat
Ausreißer
1
Commodity exchange
1
Commodity futures
1
Copula functions
1
Extreme value theory
1
Multivariate Verteilung
1
Multivariate distribution
1
Outliers
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Risk measures
1
Stress testing
1
Theorie
1
Theory
1
Warenbörse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Paraschiv, Florentina
Schindlmayr, Gero
Wen, Xiaoqian
2
Ahmad, Wasim
1
Andrieş, Alin Marius
1
Bouri, Elie
1
Ghorbel, Ahmed
1
Mudry, Pierre-Antoine
1
Nguyen, Duc Khuong
1
Roubaud, David
1
Roy, Rudra Prosad
1
Roy, Saikat Sinha
1
Sadorsky, Perry A.
1
Sharma, Amit
1
Trabelsi, Abdelwahed
1
more ...
less ...
Published in...
All
Economic modelling
Birkbeck working papers in economics and finance : BWPEF
1
Computational management science
1
The journal of futures markets
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stress-testing for portfolios of commodity futures
Paraschiv, Florentina
;
Mudry, Pierre-Antoine
;
Andrieş, …
- In:
Economic modelling
50
(
2015
),
pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->