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Tales from the unit interval : backtesting, forecasting and modeling
Nielsen, Thor Pajhede - 2017
Persistent link: https://www.econbiz.de/10011654061
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Three Essays on Using High Frequency Data in Estimating Financial Risks
Großmaß, Lidan - 2013
This dissertation comprises of three stand-alone research papers, all considering the use of high frequency financial data for financial market risk measurement. The first chapter considers the extraction of liquidity information from the intraday limit order book to enhance the daily market...
Persistent link: https://www.econbiz.de/10010200953
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Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under...
Claußen, Arndt - 2015
Credit risk, systematic risk, parameter uncertainty. - Kreditrisiko, systematische Risiken, Parameterunsicherheit …
Persistent link: https://www.econbiz.de/10011411507
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Essays on the measurement of credit risk
Pfeuffer, Marius - 2017
Persistent link: https://www.econbiz.de/10011790813
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Advanced methods for loss given default estimation
Töws, Eugen - 2016
Persistent link: https://www.econbiz.de/10011443601
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Risk management in the insurance industry : modeling and measuring market and credit risks
Martin, Michael - 2013
Persistent link: https://www.econbiz.de/10010226480
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Using observable and unobservable default risk to explain changes in heterogeneous consumer loan terms
Edelberg, Wendy M. - 2003
Persistent link: https://www.econbiz.de/10003385163
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Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A. - 2008
Persistent link: https://www.econbiz.de/10003765886