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Value-at-risk for the long and short trading position with the pearson type-IV distribution
Stavroyiannis, Stavros; Makris, Ilias; Nikolaidis, Vasilis - In: Global business & economics review 15 (2013) 1, pp. 14-27
Persistent link: https://www.econbiz.de/10009708760
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Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001596369
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - In: Journal of applied econometrics 18 (2003) 6, pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001590396
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Modeling Risk for Long and Short Trading Positions
Angelidis, Timotheos - 2018
The accuracy of parametric, non-parametric and semi-parametric methods in predicting the one-day-ahead Value-at-Risk (VaR) measure in three types of markets (stock exchanges, commodities and exchange rates) is investigated, both for long and short trading positions. The risk management...
Persistent link: https://www.econbiz.de/10012910132
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The effect of unemployment insurance on unemployment duration and the subsequent employment stability
Tatsiramos, Konstantinos (contributor) - 2004 - [Elektronische Ressource]
"This paper studies the effect of unemployment benefits on the unemployment and subsequent employment duration using … individual data from the European Community Household Panel, for France, Germany, and the UK. The empirical analysis is based on … a two-state mixed proportional hazard model allowing for flexible duration dependence and state specific unobserved …
Persistent link: https://www.econbiz.de/10002072155
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The Effect of Unemployment Insurance on Unemployment Duration and the Subsequent Employment Stability
Tatsiramos, Konstantinos - 2021
This paper studies the effect of unemployment benefits on the unemployment and subsequent employment duration using … individual data from the European Community Household Panel, for France, Germany, and the UK. The empirical analysis is based on … a two-state mixed proportional hazard model allowing for flexible duration dependence and state specific unobserved …
Persistent link: https://www.econbiz.de/10013319243
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Handelsvolumen auf Aktienmärkten : Univariate Analysen und kontemporäre Rendite-Mengen-Beziehungen
Mestel, Roland (contributor) - 2008
Statistische Eigenschaften von Handelsvolumina auf Aktienmärkten -- Theoretische Analysen zur Rolle des Handelsvolumens auf Aktienmärkten -- Kontemporärer Zusammenhang zwischen Aktienrenditen und Handelsvolumina -- Ereignisinduzierte Marktreaktionen: Preis- und Volumenseffekte am Beispiel von...
Persistent link: https://www.econbiz.de/10013516987
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Handelsvolumen auf Aktienmärkten : univariate Analysen und kontemporäre Rendite-Mengen-Beziehungen
Mestel, Roland - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013353967