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Hawkes jump-diffusions and finance : a brief history and review
Hawkes, Alan G. - In: The European journal of finance 28 (2022) 7, pp. 627-641
Persistent link: https://www.econbiz.de/10013373304
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Predicting stock returns : a risk measurement perspective
Dai, Zhifeng; Kang, Jie; Wen, Fenghua - In: International review of financial analysis 74 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
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The impact of asset price bubbles on liquidity risk measures from a financial institutions perspective
Jacobs, Michael <Jr.> - In: International journal of bonds and derivatives 2 (2016) 2, pp. 152-182
Persistent link: https://www.econbiz.de/10011587544
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Verteilungsmodelle und Risikomaße für Minimalrenditen
Mihai, Mihnea-Stefan - 2005
Persistent link: https://www.econbiz.de/10002948930
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The econometrics of option pricing
Garcia, René; Ghysels, Eric; Renault, Eric - 2010
Persistent link: https://www.econbiz.de/10003900680
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Essays on the econometrics of option prices
Vogt, Erik - 2014
Persistent link: https://www.econbiz.de/10012501894
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Risk measures and the impact of asset price bubbles
Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
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Capital asset pricing model and conditional value at risk
Karapici, Valbona - In: Transformation in the light of theory and globalization …, (pp. 157-187). 2008
Persistent link: https://www.econbiz.de/10003773181