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1
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
Saved in:
2
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
3
Essays on risk measures and stochastic dependence : with applications to insurance and finance
Laeven, Roger Jean Auguste
-
2005
Persistent link: https://www.econbiz.de/10003158080
Saved in:
4
Issues on potential growth
measurement
and comparison: how structural is the production function approach?
Cahn, Christophe
;
Saint-Guilhem, Arthur
- In:
Review / Federal Reserve Bank of St. Louis
91
(
2009
)
4
,
pp. 221-246
Persistent link: https://www.econbiz.de/10003882617
Saved in:
5
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
6
Dilatation monotone risk measures are law invariant
Cherny, Alexander S.
;
Grigoriev, Pavel G.
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 291-298
Persistent link: https://www.econbiz.de/10003439765
Saved in:
7
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
8
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
9
Measuring and optimizing portfolio credit risk : a Copula-based approach
Di Clemente, Annalisa
;
Romano, Claudio A.
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
3
,
pp. 325-357
Persistent link: https://www.econbiz.de/10003690352
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10
Measuring potential market risk
Bask, Mikael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003576470
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