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Nichtparametrische Schätzung bedingter Quantile in Finanzmarktdaten

Abberger, Klaus - 1994

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Multivariate Modellierung operationeller Risiken in Kreditinstituten

Bayer, Verena - 2012

Operationelle Risiken betreffen nahezu jede Geschäftstätigkeit von Banken. Sie verfügen über ein hohes Schadenspotential und stellen eine große Herausforderung für das Risikomanagement der Banken dar. Verena Bayer untersucht Ansätze zur Quantifizierung operationeller Risiken und der...

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Multivariate Modellierung operationeller Risiken in Kreditinstituten

Bayer, Verena - 2012 - 1. Aufl.

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Variation, jumps and high-frequency data in financial econometrics

Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2007

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Financial econometrics

Wang, Peijie - 2009 - 2nd ed.

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Nonlinear Financial Econometrics

Rombouts, Jeroen V. K. (ed.); Scaillet, Olivier (ed.); … - 2020

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Practical financial econometrics

Alexander, Carol - 2008

Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of … with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas … course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical …

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Financial econometrics

Tse, Yiu Kuen (ed.) - 2019

Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The …

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Financial Econometrics - R Tutorial Guidance

Wang, Yizhi; Vigne, Samuel - 2021

This is an R tutorial book for Financial Econometrics …

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Spectral financial econometrics

Bandi, Federico M.; Tamoni, Andrea - In: Econometric theory 38 (2022) 6, pp. 1175-1220

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