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~language:"eng"
~person:"Giacometti, Rosella"
~subject:"Eurozone"
~subject:"Statistical distribution"
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Giacometti, Rosella
Caporale, Guglielmo Maria
19
Fabozzi, Frank J.
15
Lucas, André
13
Bollerslev, Tim
12
Spagnolo, Fabio
12
Spagnolo, Nicola
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Paolella, Marc S.
11
Račev, Svetlozar T.
11
Diebold, Francis X.
9
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7
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7
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7
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7
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7
Jacobs, Kris
7
Kuzin, Vladimir
7
Opschoor, Anne
7
Asai, Manabu
6
Feld, Lars P.
6
Franz, Wolfgang
6
Fujiwara, Ippei
6
Garcia, René
6
Jondeau, Eric
6
Kim, Young Shin
6
Labys, Paul
6
Madan, Dilip B.
6
Nagakura, Daisuke
6
Pierdzioch, Christian
6
Sousa, Ricardo M.
6
Thomas, Tobias
6
Almeida, Caio
5
Ardison, Kym
5
Bali, Turan G.
5
Guidolin, Massimo
5
Haan, Jakob de
5
Maheu, John M.
5
Raunig, Burkhard
5
Stoyanov, Stoyan V.
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Zhong, Molin
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The journal of fixed income
1
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ECONIS (ZBW)
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Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
used by portfolio
managers
in portfolio construction: the marginal VaR and the marginal AVaR. We illustrate the proposed …
Persistent link: https://www.econbiz.de/10009576319
Saved in:
2
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
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