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person:"Manganelli, Simone"
type_genre:"Arbeitspapier"
~person:"Agarwal, Shweta"
~subject:"Messung"
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Manganelli, Simone
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A quantitative method for measuring the value of operational risk mitigations
Agarwal, Shweta
;
Montibeller, Gilberto
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2014
Persistent link: https://www.econbiz.de/10010340370
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CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
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1999
Persistent link: https://www.econbiz.de/10001415135
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CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
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1999
Persistent link: https://www.econbiz.de/10001441337
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