- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
In: Journal of Banking & Finance, 40, S. 321-329
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Augsburg
- (wer)
-
Universität Augsburg
- (wann)
-
2014
- Ereignis
-
Veröffentlichung
- (wo)
-
Amsterdam
- (wer)
-
Elsevier
- (wann)
-
2014
- Urheber
- DOI
-
10.1016/j.jbankfin.2013.12.009
- URN
-
urn:nbn:de:bvb:384-opus4-473804
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:52 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Golosnoy, Vasyl
- Hamid, Alain
- Okhrin, Yarema
- Universität Augsburg
- Elsevier
Entstanden
- 2014
Ähnliche Objekte (12)
A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
General uncertainty in portfolio selection: a case-based decision approach
Empirical similarity model : theory, extensions and applications
General uncertainty in portfolio selection: a case-based decision approach
Modelling temporal dependence of realized variances with vines
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
Behavior of EWMA type control charts for small smoothing parameters
Tail behaviour of a general family of control charts
Modeling techniques to enhance credit portfolio risk measurement
Stochastic Inequalities for the Run Length of the EWMA Chart for Long-Memory Processes
Tail behaviour of a general family of control charts
Uniform confidence bands for pricing kernels
A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
General uncertainty in portfolio selection: a case-based decision approach
Empirical similarity model : theory, extensions and applications
General uncertainty in portfolio selection: a case-based decision approach
Modelling temporal dependence of realized variances with vines
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
Behavior of EWMA type control charts for small smoothing parameters
Tail behaviour of a general family of control charts
Modeling techniques to enhance credit portfolio risk measurement
Stochastic Inequalities for the Run Length of the EWMA Chart for Long-Memory Processes
Tail behaviour of a general family of control charts
Uniform confidence bands for pricing kernels
A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
General uncertainty in portfolio selection: a case-based decision approach
Empirical similarity model : theory, extensions and applications
General uncertainty in portfolio selection: a case-based decision approach
Modelling temporal dependence of realized variances with vines
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
Behavior of EWMA type control charts for small smoothing parameters
Tail behaviour of a general family of control charts
Modeling techniques to enhance credit portfolio risk measurement
Stochastic Inequalities for the Run Length of the EWMA Chart for Long-Memory Processes
Tail behaviour of a general family of control charts