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Value at risk für Kreditinstitute : Erfassung des aggregierten Marktrisikopotentials
Meyer, Christoph - 1999
Persistent link: https://www.econbiz.de/10000682592
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Assessment and evaluation of subjective probability distributions
Staël von Holstein, Carl-Axel S. - 1970
Persistent link: https://www.econbiz.de/10000631888
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α-stable [Alpha-stable] random vectors with time varying spectral measure and applications to financial time series analysis
Hartz, Christoph - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716514
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Addressing skewness and kurtosis in health care econometrics
Pentsak, Yevhen - 2007
Persistent link: https://www.econbiz.de/10003718790
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Accurate risk and density prediction of asset prices
Steude, Sven Christian (contributor) - 2007
Persistent link: https://www.econbiz.de/10003640144
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Zur Theorie skalenparametergesplitteter Verteilungen und ihrer Anwendung auf den deutschen Aktienmarkt
Scharein, Manfred - 2005
Persistent link: https://www.econbiz.de/10003075483
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Density forecast evaluation : theory and applications
Tay, Anthony S. A. - 1997
Persistent link: https://www.econbiz.de/10003327945
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Portfolio credit risk modelling with heavy-tailed risk factors
Kostadinov, Krassimir Kolev (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358509
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Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov - 2005
Persistent link: https://www.econbiz.de/10003346695