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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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Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo - 2013
Persistent link: https://www.econbiz.de/10013432837
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Messung von Marktrisiken unter Verwendung von Copulafunktionen : eine empirische Studie für den Schweizer Aktienmarkt
Glauser, Manrico - 2003
Persistent link: https://www.econbiz.de/10002397745
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Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009505637
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Analyzing and modeling multivariate association : statistical measures and pair-copula constructions
Schnieders, Julius - 2013 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013360883
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Portfoliooptimierung unter Berücksichtigung höherer Momente
Guse, Frank - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013433016
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Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung
Köck, Christian - 2008
Persistent link: https://www.econbiz.de/10003717606
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Spatial contagion between financial markets : new evidence of asymmetric measures
Miled, Wafa; Ftiti, Zied; Sahut, Jean-Michel - In: Risk management decisions and value under uncertainty, (pp. 1183-1220). 2022
Persistent link: https://www.econbiz.de/10013342100
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Long-term performance evaluation : methodological issues and empirical applications
Hoechle, Daniel - 2007
Persistent link: https://www.econbiz.de/10003591346
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Simulative portfolio optimization under distributions of hyperbolic type : methods and empirical investigation
Bierkamp, Nils - 2006
Persistent link: https://www.econbiz.de/10003373967