//--> //--> //-->
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:"Journal of banking & finance"
~person:"Alexander, Carol"
~person:"Gatzert, Nadine"
~subject:"Extreme value theory"
~subject:"Hedging"
~subject:"Market risk"
~subject:"Multivariate Verteilung"
~subject:"Theory"
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
Child care subsidies, quality,...
Similar by subject
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Extreme value theory
Hedging
Market risk
Multivariate Verteilung
Theory
Theorie
4
Risikomaß
2
Risk measure
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Ausreißer
1
Copulas
1
Derivat
1
Derivative
1
Estimation theory
1
Exchange rate risk
1
Index-linked hedging instruments
1
Markov chain
1
Markov-Kette
1
Marktrisiko
1
Multivariate distribution
1
Option pricing theory
1
Optionspreistheorie
1
Outliers
1
Risikomanagement
1
Risk management
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
Stock index
1
USA
1
United States
1
Währungsrisiko
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Alexander, Carol
Gatzert, Nadine
Sarkar, Sudipto
8
Duan, Jin-Chuan
7
Faff, Robert W.
7
Saunders, Anthony
7
Shackleton, Mark B.
7
Berger, Allen N.
6
Branger, Nicole
6
Levy, Haim
6
Prokopczuk, Marcel
6
Sercu, Piet
6
Allen, Linda
5
Altman, Edward I.
5
Chung, Kee H.
5
Crouhy, Michel
5
Fabozzi, Frank J.
5
Nawalkha, Sanjay K.
5
Prisman, Eliezer Zeev
5
Subrahmanyam, Marti G.
5
Uhrig-Homburg, Marliese
5
Ebrahim, Muhammed Shahid
4
Elton, Edwin J.
4
Gouriéroux, Christian
4
Gruber, Martin Jay
4
Hollstein, Fabian
4
Jarrow, Robert A.
4
Klein, Peter
4
Lioui, Abraham
4
Löffler, Gunter
4
Nishihara, Michi
4
Okunev, John
4
Post, Thierry
4
Samartín Sáenz, Margarita
4
Santomero, Anthony M.
4
Santos, João A. C.
4
Shibata, Takashi
4
Thakor, Anjan V.
4
Wu, Chunchi
4
Alexander, Gordon J.
3
Bali, Turan G.
3
more ...
less ...
Published in...
All
Journal of banking & finance
Working papers on finance
10
Insurance / Mathematics & economics
8
Discussion paper / ICMA Centre, Henley Business School, University of Reading
5
European journal of operational research : EJOR
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
ICMA Centre Discussion Papers in Finance
2
International journal of forecasting
2
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
2
Wiley series in financial engineering
2
33rd Seminar of the European Group of Risk and Insurance Economist 18 - 20 September 2006 Barcelona
1
35th Seminar of the European Group of Risk and Insurance Economists 15 - 17 September 2008 Toulouse, France
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Financial risk and financial risk management
1
ICMA Centre Discussion Papers in Finance DP
1
ICMA Centre Discussion Papers in Finance DP 2011-08
1
Journal of economic behavior & organization : JEBO
1
Journal of financial markets
1
Journal of risk finance : the convergence of financial products and insurance
1
Journal of the Operational Research Society
1
McGraw-Hill finance & investing
1
Oxford bulletin of economics and statistics
1
Oxford economic papers
1
PRMIA risk management series
1
Professional finance series
1
Quantitative finance
1
Schmalenbach journal of business research : SBUR
1
The Geneva papers : 40 years at the cutting edge of research in insurance economics
1
The Wiley Finance Ser
1
The journal of development studies : JDS
1
The journal of risk finance : JRF
1
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth A.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
Saved in:
2
Model-free hedge ratios and scale-invariant models
Alexander, Carol
;
Nogueira, Leonardo M.
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
Saved in:
3
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value
theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
Saved in:
4
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->