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A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
Dacorogna, Michel M.; Müller, Ulrich A.; Nagler, Robert J. - In: Journal of international money and finance 12 (1993) 4, pp. 413-438
Persistent link: https://www.econbiz.de/10006953160
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Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
Matteo, T.Di; Aste, T.; Dacorogna, Michel M. - In: Journal of banking & finance 29 (2005) 4, pp. 827-852
Persistent link: https://www.econbiz.de/10005879008
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PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Consistent High-precision Volatility from High-frequency Dat...
Corsi, Fulvio; Zumbach, Gilles; Müller, Ulrich A.; … - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10006038518
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Credit Risk Models -- Do They Deliver Their Promises? A Quantitative Assessment
Oderda, Gianluca; Dacorogna, Michel M.; Jung, Tobias - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 177-196
Persistent link: https://www.econbiz.de/10006027115
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How Much Capital Does a Reinsurance Need?
Besson, Jean-Luc; Dacorogna, Michel M.; Martin, Paolo de; … - In: The Geneva papers on risk and insurance - issues and … 34 (2009) 2, pp. 159-174
Persistent link: https://www.econbiz.de/10008258182
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The Cost of Conservatism - New theoretical tools make the Basle Committee's approach to market risk capital outdated and inefficient.
Danielsson, Jon; Hartmann, Phillip; Vries, Casper de - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 101-103
Persistent link: https://www.econbiz.de/10007065403
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The Cost of Conservatism - New theoretical tools make the Basle Committee's approach to market risk capital outdated and inefficient.
Danielsson, Jon; Hartmann, Phillip; Vries, Casper de - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 101-103
Persistent link: https://www.econbiz.de/10007065421
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BANKING SYSTEM STABILITY: A GROSS-ATLANTIC PERSPECTIVE
Hartmann, Philipp; Straetmans, Stefan; Vries, Casper de - 2005
Persistent link: https://www.econbiz.de/10006957270