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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Europäische Kommission / Generaldirektion Energie / Unit Energy Efficiency"
~institution:"Federal Reserve Bank of San Francisco"
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The quantitative relationship between energy efficiency improvements and lower probability of default of associated loans and increased value of the underlying assets : final repor...
Europäische Kommission / Generaldirektion Energie / …
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2022
Persistent link: https://www.econbiz.de/10013198232
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2
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
(
contributor
); …
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
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3
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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4
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
5
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
6
Output, money and price correlations in a real business cycle model
Huh, Chan-guk
-
1990
Persistent link: https://www.econbiz.de/10000867261
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