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A stochastic processes toolkit for risk management : mean reverting processes and jumps
Brigo, Damiano; Dalessandro, Antonio; Neugebauer, Matthias - In: Journal of risk management in financial institutions 3 (2009/10) 1, pp. 65-83
Persistent link: https://www.econbiz.de/10003939684
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Limit order book dynamics and asset liquidity
Pristas, Georg - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003754583
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Asset prices in the measurement of inflation
Bryan, Michael F.; Cecchetti, Stephen G.; O'Sullivan, R. - 2001
Persistent link: https://www.econbiz.de/10001594942
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Asset prices in the measurement of inflation
Bryan, Michael F.; Cecchetti, Stephen G.; O'Sullivan, … - In: De economist : Netherlands economic review ; quarterly … 149 (2001) 4, pp. 405-431
Persistent link: https://www.econbiz.de/10001657334
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Asset prices in the measurement of inflation
Bryan, Michael F.; Cecchetti, Stephen G.; O'Sullivan, … - 2002
Persistent link: https://www.econbiz.de/10001637627
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Measuring value-at-risk for mortgage backed securities
Jakobsen, Svend - 1995
Persistent link: https://www.econbiz.de/10000922088
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Asset Prices in the Measurement of Inflation
Bryan, Michael F.; Cecchetti, Stephen G.; O'Sullivan, Roisin - 2021
The debate over including asset prices in the construction of an inflation statistic has attracted renewed attention in recent years. Virtually all of this (and earlier) work on incorporating asset prices into an aggregate price statistic has been motivated by a presumed, but unidentified...
Persistent link: https://www.econbiz.de/10013233847
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Asset Prices in the Measurement of Inflation
Bryan, Michael F. - 2002
The debate over including asset prices in the construction of an inflation statistic has attracted renewed attention in recent years. Virtually all of this (and earlier) work on incorporating asset prices into an aggregate price statistic has been motivated by a presumed, but unidentified...
Persistent link: https://www.econbiz.de/10012470015
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Measuring organizational downside risk
Miller, Kent D. - 1994
Persistent link: https://www.econbiz.de/10000891710
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Interest rate interventions with different stock market risk measures
Lindén, Mikael; Suonperä, Antti - 1990
Persistent link: https://www.econbiz.de/10000806904