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Die Shannonsche Entropie als Risikomass : Zusammenhang mit der physikalischen Entropie und Kritikpunkte
Weber, Frithjof - 1999
Persistent link: https://www.econbiz.de/10001456173
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Value at risk for a mixture of normal distributions : the use of quasi-Bayesian estimation techniques
Venkataraman, Subu - In: Economic perspectives 21 (1997) 2, pp. 2-13
Persistent link: https://www.econbiz.de/10001218351
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Evaluation of value-at-risk models using historical data
Hendricks, Darryll - In: Economic policy review 2 (1996) 1, pp. 39-69
Persistent link: https://www.econbiz.de/10001218934
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Measuring the optimal macroeconomic uncertainty index for Turkey
Erdem, Havvanur Feyza; Yamak, Rahmi - In: Economic annals 61 (2016) 210, pp. 7-22
Persistent link: https://www.econbiz.de/10011645352
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Evaluation of Value-at-Risk Models Using Historical Data
Hendricks, Darryll - 2007
Recent studies have underscored the need for market participants to develop reliable methods of measuring risk. One increasingly popular technique is the use of "value-at-risk" models, which convey estimates of market risk for an entire portfolio in one number. The author explores how well these...
Persistent link: https://www.econbiz.de/10014222803
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Examining comovement and causality between producer price index for P&C insurance premium and uncertainty indices : wavelet and non-parametric quantile causality approach
Aggarwal, Divya; Kalia, Deepali - In: Research in economics : an international review of economics 76 (2022) 2, pp. 141-148
Persistent link: https://www.econbiz.de/10013367764
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Estimating an optimal macroeconomic uncertainty index for Australia
Kaya, Havvanur Feyza; Tawadros, George B. - In: Applied economics 54 (2022) 38, pp. 4374-4383
Persistent link: https://www.econbiz.de/10013410971
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Can migration fear and policy uncertainty be the source of macroeconomic fluctuations?
Ceylan, Fatih; Ünlü, Mustafa - In: Croatian economic survey 26 (2024) 1, pp. 5-36
Persistent link: https://www.econbiz.de/10015066191
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Irreversible investment, uncertainty and hysteresis : a New Zealand investigation
Goodson, Matthew Charles - In: New Zealand economic papers 29 (1995) 2, pp. 119-141
Persistent link: https://www.econbiz.de/10001201348
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Uncertainty and sectoral shifts : the interaction between firm-level and aggregate-level shocks, and macroeconomic activity
Kalay, Alon; Nallareddy, Suresh; Sadka, Gil - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 198-214
Persistent link: https://www.econbiz.de/10011819249