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person:"Albrecht, Peter"
~person:"Giot, Pierre"
~subject:"United States"
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Search: subject_exact:"Risikomaß"
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Risikomaß
41
Risk measure
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15
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Albrecht, Peter
Giot, Pierre
McAleer, Michael
9
Fortin, Ines
6
Hammoudeh, Shawkat
6
Adams, Zeno
5
Bali, Turan G.
4
Caporin, Massimiliano
4
Füss, Roland
4
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4
Mittnik, Stefan
4
Rengifo, Erick W.
4
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4
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4
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4
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3
Asai, Manabu
3
Guidolin, Massimo
3
Gupta, Rangan
3
Hautsch, Nikolaus
3
Laurent, Sébastien
3
Lee, Ming-chih
3
Malik, Farooq
3
Paolella, Marc S.
3
Ravazzolo, Francesco
3
Račev, Svetlozar T.
3
Salisu, Afees A.
3
Schaumburg, Julia
3
Schienle, Melanie
3
Shin, Hyun Song
3
Tortora, Andrea Donato
3
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3
Wong, Woon K.
3
Arx, Urs von
2
Barry, Peter J.
2
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2
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2
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2
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CORE discussion paper : DP
4
Cahiers de la Faculté des Sciences Economiques, Sociales et de Gestion / Cahiers de recherche
1
Journal of applied econometrics
1
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1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
11
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1
Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr
-
2018
Persistent link: https://www.econbiz.de/10012002196
Saved in:
2
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
3
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
4
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
5
Intraday value-at-risk
Giot, Pierre
-
2000
Persistent link: https://www.econbiz.de/10001529425
Saved in:
6
Implied volatility indexes and daily value at risk models
Giot, Pierre
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 54-64
Persistent link: https://www.econbiz.de/10003010792
Saved in:
7
Market risk models for intraday data
Giot, Pierre
- In:
The European journal of finance
11
(
2005
)
4
,
pp. 309-324
Persistent link: https://www.econbiz.de/10003081478
Saved in:
8
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
9
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
Saved in:
10
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
1
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