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~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Risk"
~type_genre:"Aufsatz im Buch"
~type_genre:"Handbook"
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ARCH-Modell
Estimation theory
Risk
Risikomaß
407
Risk measure
407
Theorie
199
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199
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121
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121
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113
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112
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57
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57
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53
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46
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18
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392
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392
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385
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374
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100
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49
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35
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12
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12
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10
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10
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7
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Huschens, Stefan
3
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2
Friedmann, Ralph
2
Johanning, Lutz
2
Lee, Jinwook
2
Righi, Marcelo Brutti
2
Sanddorf-Köhle, Walter G.
2
Al-Qadasi, Adel Ali
1
Albrecht, Peter
1
Almeida, Alexandre C. L.
1
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1
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1
Ang, Marcus
1
Angelidis, Timotheos
1
Avdukic, Alija
1
Barrieu, Pauline
1
Barucci, Emilio
1
Ben Ameur, Hachmi
1
Bendeler, Maximilian
1
Bhadury, Soumya
1
Boldyrev, Kirill
1
Bollerslev, Tim
1
Bonaccorso, Luca
1
Bouri, Elie
1
Boztepe, Engin
1
Bramante, Ricardo
1
Bäuerle, Nicole
1
Cabedo, J. David
1
Caglio, Cecilia
1
Campana, Antonella
1
Cano, Stefan
1
Cardin, Marta
1
Cazzaniga, Barbara
1
Ceretta, Paulo Sergio
1
Chakkalakal, Louis
1
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1
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1
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1
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
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Applied quantitative finance
3
Risk manangement post financial crisis : a period of monetary easing
3
Valuation, financial modeling, and quantitative tools
3
Advances of OR in commodities and financial modeling
2
Financial econometrics and empirical market microstructure
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
2
Quantitative fund management
2
Risikomanagement
2
Risk management approaches in engineering applications
2
Risk management decisions and value under uncertainty
2
Robustness in econometrics
2
Advances in risk management
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of operations research ; 229
1
Annals of operations research ; volume 280, numbers 1/2 (September 2019)
1
Application of operations research to financial markets
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Climate investing : new strategies and implementation challenges
1
Commercial banking risk management : regulation in the wake of the financial crisis
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Consumer perception of product risks and benefits
1
Contemporary issues in social science
1
Creating value and improving financial performance : inclusive finance and the ESG premium
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
CreditRisk+ in the banking industry
1
Cu - Hi
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Developments in forecast combination and portfolio choice
1
Econometrics of risk
1
Environmental, social, and governance perspectives on economic development in Asia ; part B
1
Essays on portfolio optimization and infrastructure allocations
1
Finance transformation : Strategien, Konzepte und Instrumente
1
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
1
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]
1
Finanzintermediation : theoretische, wirtschaftspolitische und praktische Aspekte aktueller Entwicklungen im Bank- und Börsenwesen : Festschrift für Professor Dr. Wolfgang Gerke zum sechzigsten Geburtstag
1
Fintech, pandemic, and the financial system : challenges and opportunities
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
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ECONIS (ZBW)
102
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1
Systemic risk : the impact of COVID-19 on the dual banking system in Indonesia
Nugroho, Muh. Rudi
;
Kurnia, Akhmad Syakir
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 83-92)
.
2024
Persistent link: https://www.econbiz.de/10014458483
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2
VaR model for managing market risk of portfolio
Pribadi, Firman
;
Surwanti, Arni
;
Shih, Wen-Chung
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 165-172)
.
2023
Persistent link: https://www.econbiz.de/10014462381
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3
Got crypto? : evidence from Markowitz, Kataoka, and conditional
value-at-risk
models
Du, Lanqing
;
Lee, Jinwook
;
Kim, Namjong
;
Choi, Paul Moon Sub
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 113-143)
.
2023
Persistent link: https://www.econbiz.de/10014245458
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4
Using E from ESG in systemic risk measurement
Dziwok, Ewa
;
Karaś, Marta Anita
;
Stachura, Michał
- In:
Creating value and improving financial performance : …
,
(pp. 85-118)
.
2023
Persistent link: https://www.econbiz.de/10014320786
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5
When it comes to risk, is Sukuk better than conventional bonds? : a comparative study of NASDAQ securities
Farah, Ahmed-Nur Ali
;
Avdukic, Alija
;
Khaleel, Fawad
- In:
Wealth Management and Investment in Islamic Settings : …
,
(pp. 283-312)
.
2022
Persistent link: https://www.econbiz.de/10013443763
Saved in:
6
Impact of COVID-19 pandemic risk and lockdown on the Indian economy
Bhadury, Soumya
;
Kamate, Vidya
;
Nath, Siddhartha
-
2022
Persistent link: https://www.econbiz.de/10013197643
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7
Portfolio construction with climate risk measures
Le Guenedal, Théo
;
Roncalli, Thierry
- In:
Climate investing : new strategies and implementation …
,
(pp. 49-86)
.
2022
Persistent link: https://www.econbiz.de/10014249455
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8
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
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9
Model risk in option pricing : estimation risk of volatility parameter
Jajuga, Krzysztof
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 269-287)
.
2022
Persistent link: https://www.econbiz.de/10013336242
Saved in:
10
Measuring extreme risk dependence between the oil and gas markets
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Jawadi, Fredj
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 755-772)
.
2022
Persistent link: https://www.econbiz.de/10013342041
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