//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~person:"Gabrielsen, A."
~subject:"risk management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Management"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
risk management
Cornish-Fisher expansion
1
Gram-Charlier density
1
Value-at-Risk
1
exponential weighted moving average
1
time-varying higher moments
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Gabrielsen, A.
Bartram, Söhnke M.
6
Bell, Peter Newton
3
Bachev, Hrabrin
2
Bunea-Bontaş, Cristina Aurora
2
Chichilnisky, Graciela
2
Coskun, Yener
2
KAPITSINAS, SPYRIDON
2
Mitu, Narcis Eduard
2
Roncalli, Thierry
2
Vink, Dennis
2
Voloshyn, Ihor
2
Aretz, Kevin
1
Banica, Logica
1
Blanco, Pérez
1
Bodnar, Gordon
1
Bouye, Eric
1
Brown, Gregory W.
1
Bruder, Benjamin
1
Conrad, Jennifer
1
Coronado-Ramírez, Semei
1
Covaci, Brindusa
1
Daher, Hassan
1
De Koning, Kees
1
Dionisio, Carlos
1
Durlleman, Valdo
1
Fabian, Capitanio
1
Fabio G., Santeramo
1
Fan, Jianqing
1
Felice, Adinolfi
1
Friberg, Richard
1
Garcia Fronti, Javier I.
1
Gheorghiu, Anca
1
Gheorghiu, Anda
1
Giurca-Vasilescu, Laura
1
Godbillon-Camus, Brigitte
1
Godlewski, Christophe
1
Govori, Arbiana
1
Gómez, Carlos Mario
1
Howard II., James P.
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Published in...
All
MPRA Paper
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework
Gabrielsen, A.
;
Zagaglia, Paolo
;
Kirchner, A.
;
Liu, Z.
-
Volkswirtschaftliche Fakultät, …
-
2012
risk
management
, trading and hedging activities as well as in the pricing of equity derivatives. …
Persistent link: https://www.econbiz.de/10011108408
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->