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subject:"Risikomanagement"
~isPartOf:"Journal of econometrics"
~isPartOf:"Risk assessment : decisions in banking and finance"
~person:"Härdle, Wolfgang"
~subject:"Lasso"
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Journal of econometrics
Risk assessment : decisions in banking and finance
Diskussionspapier
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SFB 649 discussion paper
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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ECONIS (ZBW)
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TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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2
Time dependent relative risk aversion
Giacomini, Enzo
;
Handel, Michael
;
Härdle, Wolfgang
- In:
Risk assessment : decisions in banking and finance
,
(pp. 15-46)
.
2008
Persistent link: https://www.econbiz.de/10003781602
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