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~language:"eng"
~person:"Giacometti, Rosella"
~subject:"Eurozone"
~subject:"Statistische Verteilung"
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Giacometti, Rosella
Caporale, Guglielmo Maria
19
Fabozzi, Frank J.
16
Lucas, André
13
Bollerslev, Tim
12
Spagnolo, Fabio
12
Spagnolo, Nicola
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11
Račev, Svetlozar T.
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Asai, Manabu
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7
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7
Kuzin, Vladimir
7
Opschoor, Anne
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6
Fujiwara, Ippei
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Garcia, René
6
Jondeau, Eric
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Kim, Young Shin
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Labys, Paul
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Madan, Dilip B.
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Nagakura, Daisuke
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Pierdzioch, Christian
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Sousa, Ricardo M.
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5
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Bali, Turan G.
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Haan, Jakob de
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Maheu, John M.
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McAleer, Michael
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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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