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Finanzplanbasierte Messung und Steuerung des Liquiditätsrisikos

Bonn, Rainer - 2006

Persistent link: https://www.econbiz.de/10003323143

Ansätze zur Validierung von Marktrisikomodellen : Systematisierung, Anwendungsmöglichkeiten und Grenzen der Verfahren

Wehn, Carsten - 2005

Persistent link: https://www.econbiz.de/10003280464

Market risk model selection and medium-term risk with limited data : application to ocean tanker freight markets

Kavussanos, Manolis G.; Dimitrakopoulos, Dimitris N. - In: International review of financial analysis 20 (2011) 5, pp. 258-268

Persistent link: https://www.econbiz.de/10009492114

Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR

Benito Muela, Sonia - In: Journal of contemporary management : JMC 4 (2015) 3, pp. 67-80

Persistent link: https://www.econbiz.de/10011392904

Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets

Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48

Persistent link: https://www.econbiz.de/10010520085

A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices

Shim, Jeungbo; Lee, Eun-joo; Lee, Seung-Hwan - In: Applied economics 48 (2016) 13/15, pp. 1382-1389

Persistent link: https://www.econbiz.de/10011433225

Evaluating reserve risk in a regulatory perspective

Koenig, Emmanuel; Le Moine, Pierre; Monfort, Alain; … - In: The journal of insurance issues : official journal of … 38 (2015) 2, pp. 157-183

Persistent link: https://www.econbiz.de/10011380777

Estimating risk on the capital market with VaR method

Bogdan, Sinisa; Baresa, Suzana; Ivanovic, Zoran - In: UTMS journal of economics / University of Tourism and … 6 (2015) 1, pp. 165-175

risk. Risk and return are generally considered two positively correlated sizes, during the growth of risk it is expected … increase of return to compensate the higher risk. The quantification of risk in the capital market represents the current topic … assets. Three main Value at Risk (VaR) methodologies are decribed and explained in detail: historical method, parametric …

Persistent link: https://www.econbiz.de/10011299237

Agricultural financial risks resulting from extreme events

Xouridas, Stergios - In: Journal of agricultural economics 66 (2015) 1, pp. 192-220

Persistent link: https://www.econbiz.de/10011299588

Extreme risk spillover in financial markets : evidence from the recent financial crisis

Hwang, Jungbin; Kim, Chae-yŏng - In: Seoul journal of economics 28 (2015) 2, pp. 171-198

Persistent link: https://www.econbiz.de/10011311654