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Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung
Köck, Christian - 2008
Persistent link: https://www.econbiz.de/10003717606
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Application of non-linear time series models to power risk management: a case study for Germany
Kosater, Peter (contributor) - 2006
Persistent link: https://www.econbiz.de/10003494301
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A sequential method for the evaluation of the VaR model based on the run between exceedancers
Mihailescu, Laurenţiu - 2003
Persistent link: https://www.econbiz.de/10001762989
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A sequential method for the evaluation of the VaR model based on the run between exceedances
Mihailescu, Laurent̜iu - In: Allgemeines statistisches Archiv : AStA ; journal of … 88 (2004) 1, pp. 51-72
Persistent link: https://www.econbiz.de/10001967136
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Could nonlinear dynamics contribute to intra-day risk management?
Darbellay, Georges A. - In: The European journal of finance 3 (1997) 4, pp. 311-324
Persistent link: https://www.econbiz.de/10001236101
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Prognose von Firmennachfragereihen anhand von dynamischen Regressionen mit Surveydaten
Stock, Kurt - 1998
Persistent link: https://www.econbiz.de/10001390869
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Die Cairns-Familie von Zinsstrukturmodellen: Kalibrierung, Analyse und Anwendungen im Risikomanagement
Lutz, Matthias - 2007
Persistent link: https://www.econbiz.de/10003561608
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Efficient risk hedging by dynamic forward pricing : a study in cloud computing
Du, Anna Ye; Das, Sanjukta; Ramesh, R. - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 625-642
Persistent link: https://www.econbiz.de/10010203618
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Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul - 2005
Persistent link: https://www.econbiz.de/10002934295
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Predicting and hedging credit portfolio risk with macroeconomic factors
Bär, Tobias - 2002
Persistent link: https://www.econbiz.de/10001649713