Narrow search
Showing 1 - 10 of 3,006
Cover Image
Tail-dependence in stock-return pairs
Fortin, Ines; Kuzmics, Christoph - 2002
employed in a bivariate GARCH model, where the joint distribution of the disturbances is split into its marginals and its …-dependent distribution. -- value-at-risk ; copula ; non-normal bivariate GARCH ; asymmetric dependence ; profile likelihood-ratio test …
Persistent link: https://www.econbiz.de/10009725481
Cover Image
Tail-dependence in stock-return pairs
Fortin, Ines; Kuzmics, Christoph - 2002
Persistent link: https://www.econbiz.de/10001736255
Cover Image
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian; Nigbur, Tobias; Seeger, Norman - In: Journal of empirical finance 42 (2017), pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Cover Image
Risikomanagement und Risikocontrolling : Risikocontrolling - ein integrierter Bestandteil einer modernen Risikomanagement-Konzeption
Diederichs, Marc - 2010 - 2., korrigierte Aufl.
Persistent link: https://www.econbiz.de/10003885562
Cover Image
Einführung in das Risikomanagement : eine personalwirtschaftliche Betrachtung
Jörg, Andrea - 2007
Persistent link: https://www.econbiz.de/10003522498
Cover Image
Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry
Kolb, Andreas - 2015
Persistent link: https://www.econbiz.de/10011299283
Cover Image
Management von Modellrisiken : Vorgaben und Anregungen zum praxisorientierten und zeitgemäßen Umgang mit (bisher kaum beachteten) Risiken
Alparslan, Adem (contributor); Heithecker, Dirk (ed.);  … - 2015
Persistent link: https://www.econbiz.de/10010465513
Cover Image
Rentabilitäts- und Risikosteuerung in Pkw-Leasinggesellschaften
Rieß, Marc Sven - 2005
Persistent link: https://www.econbiz.de/10002850955
Cover Image
Measuring and controlling interest rate and credit risk
Fabozzi, Frank J.; Mann, Steven V.; Choudhry, Moorad - 2003 - 2. ed.
Persistent link: https://www.econbiz.de/10001764463