//--> //--> //-->
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
~isPartOf:"The European journal of finance"
~person:"Barone-Adesi, Giovanni"
~subject:"Kreditrisiko"
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_exact:"Risiko des Betriebs"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
ARCH model
1
ARCH-Modell
1
Central counterparty risk management
1
Credit risk
1
Estimation
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Schätzung
1
Simulation
1
Statistical distribution
1
Statistische Verteilung
1
filtered historical simulation
1
stress testing
1
tail dependency
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Barone-Adesi, Giovanni
Chao, Chin-Fang
1
Cotter, John
1
Cucinelli, Doriana
1
David, Thomas
1
Fall, Malick
1
Gai, Lorenzo
1
García-Céspedes, Rubén
1
Giannopoulos, Kostas
1
Han, Chulwoo
1
Ielasi, Federica
1
Kaplanski, Guy
1
Levy, Haim
1
Lin, Yi-Mien
1
Liu, Chih-Liang
1
Moreno, Manuel
1
Olszak, Małgorzata
1
Patarnello, Arturo
1
Pipień, Mateusz
1
Suurlaht, Anita
1
Viviani, Jean-Laurent
1
Vosper, Les
1
more ...
less ...
Published in...
All
The European journal of finance
Research paper series / Swiss Finance Institute
2
Accounting and Finance Research, 3 (1), 85-89, (2014)
1
Swiss Finance Institute Research Paper
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating the joint tail risk under the filtered historical simulation : an application to the CCP's default and waterfall fund
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 413-425
Persistent link: https://www.econbiz.de/10012244329
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->