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Handbuch Bankenaufsicht und interne Risikosteuerungsmodelle : Quantifizierung und Analyse von Risiken mit bankinternen Modellen, bankaufsichtliche Anforderungen

Eller, Roland (ed.); Gruber, Walter (ed.); Reif, Markus (ed.) - 1999 - 1. Auflage

Persistent link: https://www.econbiz.de/10001379221

Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management

Oehler, Andreas (ed.) - 1998

Persistent link: https://www.econbiz.de/10000664860

Steuerung internationaler Konzerne : eine integrierte Betrachtung von Wert und Risiko

Laas, Tim - 2004

Persistent link: https://www.econbiz.de/10002243595

Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression

Steen, Marie; Westgaard, Sjur; Gjølberg, Ole - In: The journal of risk model validation 9 (2015) 2, pp. 49-78

Persistent link: https://www.econbiz.de/10011326305

Market risk in commodity markets : a VaR approach

Giot, Pierre; Laurent, Sébastien - In: Energy economics 25 (2003) 5, pp. 435-457

Persistent link: https://www.econbiz.de/10001790694

Market risk in commodity markets : a VaR approach

Giot, Pierre; Laurent, Sébastien - 2003

Persistent link: https://www.econbiz.de/10001791292

Does risk management make financial markets riskier?

Harper, Ian R.; Keller, Joachim G.; Pfeil, Christian M. - In: Risk management : challenge and opportunity ; with 125 …, (pp. 765-783). 2005

Persistent link: https://www.econbiz.de/10002449565

Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets

Wang, Man; Cheng, Yihan - In: Journal of forecasting 41 (2022) 8, pp. 1595-1607

Persistent link: https://www.econbiz.de/10013465725

Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany

Bol, Georg (ed.); Abberger, Klaus (ed.); … - Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe> - 1998

Persistent link: https://www.econbiz.de/10014013337

Modeling International Financial Returns with a Multivariate Regime-Switching Copula

Chollete, Lorán - 2010

In order to capture observed asymmetric dependence in international financial returns, we construct a multivariate regime-switching model of copulas. We model dependence with one Gaussian and one canonical vine copula regime. Canonical vines are constructed from bivariate conditional copulas and...

Persistent link: https://www.econbiz.de/10013150667