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beta errors. Furthermore, some new market risk validation models are introduced. In the end, a simulation with various …
Persistent link: https://www.econbiz.de/10010309829
In der Arbeit wird Fuzzy-Regression als mögliche ökonometrische Analysemethode bei fehlerbehafteten Daten modelliert und erprobt. Dazu ist die interpretatorische Lücke zu schließen, die einerseits zwischen den Datenproblemen in empirischen Datensätzen und ihrer Modellierung als Fuzzy-Daten...
Persistent link: https://www.econbiz.de/10008772360
The globalisation on financial markets and the development of financial derivatives has increased not only chances but also potential risk within the banking industry. Especially market risk has gained major significance since market price variation of interest rates, stocks or exchange rates...
Persistent link: https://www.econbiz.de/10010331352
beta errors. Furthermore, some new market risk validation models are introduced. In the end, a simulation with various … ; Kolmogorov-Smirnov ; Jarque-Bera ; Regression ; Likelihood Ratio ; Truncated Distribution ; Censored Distribution ; Simulation …
Persistent link: https://www.econbiz.de/10009575075
The globalisation on financial markets and the development of financial derivatives has increased not only chances but also potential risk within the banking industry. Especially market risk has gained major significance since market price variation of interest rates, stocks or exchange rates...
Persistent link: https://www.econbiz.de/10010237661
Persistent link: https://www.econbiz.de/10000682582
Persistent link: https://www.econbiz.de/10001364375
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