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subject:"Risikomaß"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~person:"Manganelli, Simone"
~subject:"Sensitivity analysis"
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Risikomaß
Sensitivity analysis
Risikomanagement
16
Risk management
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7
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7
Theorie
7
Theory
7
Risk measure
5
Estimation theory
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Liquidität
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Gouriéroux, Christian
Manganelli, Simone
McAleer, Michael
12
Stoja, Evarist
8
Allen, David E.
6
Broll, Udo
5
Daníelsson, Jón
5
Farkas, Walter
5
Pérez Amaral, Teodosio
5
Scaillet, Olivier
5
Billio, Monica
4
Chang, Chia-Lin
4
Daouia, Abdelaati
4
Fermanian, Jean-David
4
Fortin, Ines
4
Frattarolo, Lorenzo
4
Girard, Stéphane
4
Giudici, Paolo
4
Härdle, Wolfgang
4
Pelizzon, Loriana
4
Polanski, Arnold
4
Vries, Casper G. de
4
Wahl, Jack E.
4
Andrén, Niclas
3
Caporin, Massimiliano
3
Cañón, Carlos Iván
3
Chen Zhou
3
Engle, Robert F.
3
Gerba, Eddie
3
Jankensgård, Håkan
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Oxelheim, Lars
3
Pambira, Alberto
3
Pesaran, M. Hashem
3
Stulz, René M.
3
Stupfler, Gilles
3
Valdesogo, Alfonso
3
Wang, Ruodu
3
Yoshiba, Toshinao
3
Zaffaroni, Paolo
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Série des documents de travail / Centre de Recherche en Économie et Statistique
2
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2
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ECONIS (ZBW)
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1
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
2
Funding liquidity risk from a regulatory perspective
Gouriéroux, Christian
;
Heam, J.-C.
-
2013
Persistent link: https://www.econbiz.de/10010342724
Saved in:
3
Sensitivity analysis of volatility : a new tool for risk management
Manganelli, Simone
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001735709
Saved in:
4
Sensitivity analysis of volatility : a new tool for risk management
Manganelli, Simone
-
2002
Persistent link: https://www.econbiz.de/10013434521
Saved in:
5
Value at risk models in finance
Manganelli, Simone
;
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001626397
Saved in:
6
Value at risk models in finance
Manganelli, Simone
-
2001
Persistent link: https://www.econbiz.de/10013434378
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
9
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
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