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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
Bol, Georg (ed.); Hann, Tae Horn (contributor) - 2000
Persistent link: https://www.econbiz.de/10001455393
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Quantifizierung von Souveränrisiken
Maltritz, Dominik - 2006
Persistent link: https://www.econbiz.de/10003336000
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Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia - In: Journal of contemporary management : JMC 4 (2015) 3, pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
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The role of trading volume in forecasting market risk
Slim, Skander - In: Inventi impact: international trade (2016) 3, pp. 169-181
Persistent link: https://www.econbiz.de/10011567980
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Accuracy in risk estimation based on simple SMA and EWNA models : evidence from Macedonain Stock Market
Angelovska, Julijana; Ivanovski, Zoran - In: UTMS journal of economics / University of Tourism and … 9 (2018) 1, pp. 17-27
Risk estimation or volatility estimation at financial markets, particularly stock exchange markets, is complex issue of … pricing of stocks and better risk management. The aim of this research is to test applicability of simple models like Simple … Moving Average (SMA) and Exponentially Weighted Moving Average (EWMA) to estimate risk. The performance of SMA and EWMA with …
Persistent link: https://www.econbiz.de/10011901688
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The role of models in economics and risk management
Rowe, David M. - In: Journal of risk management in financial institutions 7 (2014) 2, pp. 103-109
Persistent link: https://www.econbiz.de/10010359522
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Epistemological foundations for the assessment of risks in banking and finance
Vuillemey, Guillaume - In: The journal of economic methodology 21 (2014) 2, pp. 125-138
Persistent link: https://www.econbiz.de/10010485920
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Die Quantifizierung und Prognose des Marktrisikos
Dockner, Engelbert J. - In: Wege zur Ganzheit : Festschrift für J. Hanns Pichler …, (pp. 799-809). 1996
Persistent link: https://www.econbiz.de/10001296812
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Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs; Ho, Han-Chiang; Liu, Su-Ping - In: Applied economics 50 (2018) 56, pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
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Forecasting high-frequency risk measures
Banulescu, Denisa; Colletaz, Gilbert; Hurlin, Christophe; … - In: Journal of forecasting 35 (2016) 3, pp. 224-249
Persistent link: https://www.econbiz.de/10011580273