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The influence of the variance-covariance structure on the performance of forecast combining techniques
Klapper, Matthias - 1998
Persistent link: https://www.econbiz.de/10000681349
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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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Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia; Korn, Ralf - 1998
Persistent link: https://www.econbiz.de/10000682685
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Modifikation der Verteilungsannahme im Value-at-Risk-Modell
Jödicke, Ralf; Schremper, Ralf - 1999
Persistent link: https://www.econbiz.de/10001404275
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Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410046
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Optionsbewertung und Risikomessung mit impliziten Binomialbäumen
Neumann, Marco - 1999
Persistent link: https://www.econbiz.de/10001374429
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On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1999
Persistent link: https://www.econbiz.de/10001378371
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Ordnungserhaltende positive Varianzschätzer bei gepaarten Messungen ohne Wiederholungen
Hartung, Joachim - In: Allgemeines statistisches Archiv : AStA ; journal of … 83 (1999) 2, pp. 230-247
Persistent link: https://www.econbiz.de/10001388643
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Value at risk : on the stability and forecasting of the variance-covariance matrix
Engel, James; Gizycki, Marianne C. - 1999
Persistent link: https://www.econbiz.de/10001389901
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Combining related and sparse data in linear regression models
Vanhonacker, Wilfried R. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 3, pp. 327-335
Persistent link: https://www.econbiz.de/10001089540