- Language
-
Englisch
- Bibliographic citation
-
Series: SFB 649 Discussion Paper ; No. 2005-004
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
-
Giacomini, Enzo
Härdle, Wolfgang Karl
- Event
-
Veröffentlichung
- (who)
-
Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk
- (where)
-
Berlin
- (when)
-
2005
- Handle
- Last update
- 10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft.
If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Giacomini, Enzo
- Härdle, Wolfgang Karl
- Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk
Time of origin
- 2005
Other Objects (12)
Value-at-Risk Calculations with Time Varying Copulae
Parametrische Modelle zur Ermittlung des Value-at-Risk : Parametric Value-at-Risk Models
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework
Value-at-Risk and Extreme Returns
Value-at-risk under ambiguity aversion
Fraktale Geometrie versus Value-at-Risk
Value-at-risk under ambiguity aversion
Banking regulation with value-at-risk
Banking regulation with value-at-risk
Financial intermediary leverage and value-at-risk
Some remarks on value-at-risk optimization
Parametrische Modelle zur Ermittlung des Value-at-Risk
Value-at-Risk Calculations with Time Varying Copulae
Parametrische Modelle zur Ermittlung des Value-at-Risk : Parametric Value-at-Risk Models
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework
Value-at-Risk and Extreme Returns
Value-at-risk under ambiguity aversion
Fraktale Geometrie versus Value-at-Risk
Value-at-risk under ambiguity aversion
Banking regulation with value-at-risk
Banking regulation with value-at-risk
Financial intermediary leverage and value-at-risk
Some remarks on value-at-risk optimization
Parametrische Modelle zur Ermittlung des Value-at-Risk
Value-at-Risk Calculations with Time Varying Copulae
Parametrische Modelle zur Ermittlung des Value-at-Risk : Parametric Value-at-Risk Models
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework
Value-at-Risk and Extreme Returns
Value-at-risk under ambiguity aversion
Fraktale Geometrie versus Value-at-Risk
Value-at-risk under ambiguity aversion
Banking regulation with value-at-risk
Banking regulation with value-at-risk
Financial intermediary leverage and value-at-risk
Some remarks on value-at-risk optimization