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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Applied quantitative finance"
~subject:"Portfolio-Management"
~subject:"Risikomaß"
~subject:"Volatility"
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Time series analysis
Portfolio-Management
Risikomaß
Volatility
Theorie
33
Theory
33
Estimation
11
Schätzung
11
Portfolio selection
10
Risk measure
7
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Aufsatz im Buch
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Overbeck, Ludger
4
Herwartz, Helmut
3
Härdle, Wolfgang
3
Fengler, Matthias R.
2
Hautsch, Nikolaus
2
El Karoui, Nicole
1
Elagin, Mstislav
1
Fengler, Matthias
1
Frisch, Christoph
1
Golosnoy, Vasyl
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Huang, S.F.
1
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1
Höse, Steffi
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied quantitative finance
Handbook of financial time series
15
Investment management and financial management
14
The VaR implementation handbook
14
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
13
Valuation, financial modeling, and quantitative tools
13
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
11
Long memory in economics : with 50 tables
11
Optimizing optimization : the next generation of optimization applications and theory
11
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Advanced mathematical methods for finance
9
Advances in risk management
9
Analyse saisonaler Zeitreihen
9
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
9
Handbook of heavy tailed distributions in finance
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Quantitative fund management
9
The handbook of fixed income securities
9
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
8
Risk management decisions and value under uncertainty
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Advances of OR in commodities and financial modeling
7
Decision making and risk/return optimization in financial economics
7
Financial engineering, E-commerce and supply chain
7
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
7
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
7
Forecasting volatility in the financial markets
7
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
7
Mathematical modeling and numerical methods in finance : special volume
7
Multi-moment asset allocation and pricing models
7
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
7
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Progress in financial markets research
7
Risk management for central bank foreign reserves
7
Statistical methods in finance
7
Application of operations research to financial markets
6
Finance
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
6
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1
Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
Saved in:
2
Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
Saved in:
3
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, M.
- In:
Applied quantitative finance
,
(pp. 93-111)
.
2017
Persistent link: https://www.econbiz.de/10011794955
Saved in:
4
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
5
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
Saved in:
6
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
7
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
8
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
9
VaR in high dimensional systems : a conditional correlation approach
Herwartz, Helmut
;
Pedrinha, Bruno
- In:
Applied quantitative finance
,
(pp. 83-102)
.
2009
Persistent link: https://www.econbiz.de/10003745954
Saved in:
10
Rating migrations
Höse, Steffi
;
Huschens, Stefan
;
Wania, Robert
- In:
Applied quantitative finance
,
(pp. 105-123)
.
2009
Persistent link: https://www.econbiz.de/10003746005
Saved in:
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