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Analiza szeregów czasowych a statystyczny pomiar ryzyka
Trzpiot, Grażyna (contributor) - 2012
Persistent link: https://www.econbiz.de/10009737464
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Value at risk forecasting for volatility index
Park, Seul-Ki; Choi, Ji-Eun; Shin, Dong-wan - In: Applied economics letters 24 (2017) 21, pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
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Statistics and finance : an introduction
Ruppert, David - 2004
regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory, CAPM, and the …:Introduction * Probability and Statistical Models * Returns * Time Series Models * Portfolio Theory * Regression * The Capital Asset Pricing …
Persistent link: https://www.econbiz.de/10001805902
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Estimating risk with copulas
Mihaylova, Iva - 2014
Persistent link: https://www.econbiz.de/10010366882
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High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo; Alves, Isabel Fraga; Hammoudeh, … - In: The North American journal of economics and finance : a … 26 (2013), pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
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Methoden zu Quantifizierung von Marktpreisrisiken : ein empirischer Vergleich
Auer, Michael - 2002
Persistent link: https://www.econbiz.de/10001681672
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Cyclicality and term structure of value‐at‐risk within a threshold autoregression setup
Bec, Frédérique; Gollier, Christian - 2014
Persistent link: https://www.econbiz.de/10010415730
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Value-at-risk : theory and practice
Holton, Glyn A. - 2003
Persistent link: https://www.econbiz.de/10001748316
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Value at Risk-Quantifizierung unter Verwendung von Hochfrequenzdaten : empirische Analyse am Beispiel des Aktienkursrisikos
Neukomm, Mark - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001932309