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An analysis of the financing behavior of German stock corporations using artificial neural networks
Steiner, Manfred - In: Risk measurement, econometrics and neural networks : …, (pp. 105-146). 1998
Persistent link: https://www.econbiz.de/10001305357
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On the accuracy of VaR estimates based on the variance-covariance approach
Dave, Rakhal D. - In: Risk measurement, econometrics and neural networks : …, (pp. 189-232). 1998
Persistent link: https://www.econbiz.de/10001305354
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Basics of statistical VaR-estimation
Ridder, Thomas - In: Risk measurement, econometrics and neural networks : …, (pp. 161-187). 1998
Persistent link: https://www.econbiz.de/10001305355
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Statistical process control and its application in finance
Severin, Thomas - In: Risk measurement, econometrics and neural networks : …, (pp. 83-104). 1998
Persistent link: https://www.econbiz.de/10001305358
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Neuro-fuzzy methods in finance applied to the German Stock Index DAX
Kruse, Rudolf (contributor) - In: Risk measurement, econometrics and neural networks : …, (pp. 59-82). 1998
Persistent link: https://www.econbiz.de/10001305359
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Development of a credit-standing-indicator for companies based on financial statements and business information with backpropagation-networks
Baetge, Jörg - In: Risk measurement, econometrics and neural networks : …, (pp. 17-38). 1998
Persistent link: https://www.econbiz.de/10001305363
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Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus - In: Risk measurement, econometrics and neural networks : …, (pp. 1-16). 1998
Persistent link: https://www.econbiz.de/10001305364