Narrow search
Showing 1 - 10 of 365
Cover Image
Discrete time series, processes, and applications in finance
Zumbach, Gilles O. - 2013
-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … applications used in many areas like risk evaluation, option pricing or portfolio construction. The statistical tools used to …
Persistent link: https://www.econbiz.de/10009634376
Cover Image
Volatility and correlation forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2006
forecasts in portfolio allocation to density forecasting in risk management. Sections 3, 4 and 5 present a variety of …
Persistent link: https://www.econbiz.de/10003338446
Cover Image
Measuring risk in environmental finance
Hoti, Suhejla; McAleer, Michael; Pauwels, Laurent L. - In: Journal of economic surveys 21 (2007) 5, pp. 970-998
Persistent link: https://www.econbiz.de/10003556396
Cover Image
Econometric analysis of financial transaction data : Pitfalls and opportunities
Hautsch, Nikolaus; Pohlmeier, Winfried - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 1, pp. 5-30
Persistent link: https://www.econbiz.de/10001650462
Cover Image
Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
Hamilton, James D. (ed.) - 2002
Persistent link: https://www.econbiz.de/10001681636
Cover Image
Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus - 2001
Persistent link: https://www.econbiz.de/10014378893
Cover Image
Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
Hlawatsch, Stefan; Reichling, Peter - 2010
Persistent link: https://www.econbiz.de/10008902555
Cover Image
Das Risiko-Rendite-Paradoxon : Stand der Forschung und Ergebnisse einer empirischen Untersuchung
Wiemann, Volker - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 50 (1998) 6, pp. 551-572
Persistent link: https://www.econbiz.de/10001240278
Cover Image
The relationship between risk and firm performance : a review
Deari, Fitim; Hai Hong Trinh - In: Handbook of research on new challenges and global …, (pp. 25-37). 2022
Persistent link: https://www.econbiz.de/10013171752
Cover Image
Portfolio theory : as I still see it
Markowitz, Harry - In: Annual review of financial economics 2 (2010), pp. 1-23
Persistent link: https://www.econbiz.de/10008797849