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Year of publication
Subject
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Linear algebra 5 Lineare Algebra 5 Estimation theory 4 Matrix differential calculus 4 Ornstein-Uhlenbeck process 4 Schätztheorie 4 Stochastic process 4 Stochastischer Prozess 4 Analysis 3 Mathematical analysis 3 Orthogonal matrix 3 Simulation 3 orthogonal matrix 3 Basel II 2 Computational efficiency 2 Continuous-time Markov chain 2 Market risk capital 2 Markov chain 2 Markov-Kette 2 Random orthogonal matrix 2 Rotation matrix 2 Stressed VaR 2 Time series analysis 2 Value-at-Risk 2 Zeitreihenanalyse 2 ARCH model 1 ARCH-Modell 1 Bank risk 1 Bankrisiko 1 Basel Accord 1 Basler Akkord 1 Continuous-timeMarkov chain 1 Dynamic volatility models 1 Impulse response analysis 1 L matrices 1 L matrix 1 Ledermann matrix 1 Market risk 1 Marktrisiko 1 Measurement 1
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Online availability
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Free 8 Undetermined 4
Type of publication
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Book / Working Paper 7 Article 5
Type of publication (narrower categories)
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Working Paper 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 7 Undetermined 5
Author
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Ledermann, Daniel 4 Magnus, Jan R. 4 Sentana, Enrique 4 Alexander, Carol 3 Pijls, Henk G. J. 3 Abadir, Karim Maher 1 Boik, Robert 1 Dette, Holger 1 Henna, Jogi 1 Pijls, Henk G.J. 1 Studden, William J. 1
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Institution
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Henley Business School, University of Reading 2
Published in...
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ICMA Centre Discussion Papers in Finance 2 Annals of the Institute of Statistical Mathematics 1 CEMFI working paper 1 Discussion paper / ICMA Centre, Henley Business School, University of Reading 1 Discussion paper / Tinbergen Institute 1 Journal of economic dynamics & control 1 Mathematics and Computers in Simulation (MATCOM) 1 Psychometrika 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1 The econometrics journal 1 Tinbergen Institute Discussion Paper 1
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Source
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ECONIS (ZBW) 6 RePEc 5 EconStor 1
Showing 11 - 12 of 12
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Newton Algorithms for Analytic Rotation: an Implicit Function Approach
Boik, Robert - In: Psychometrika 73 (2008) 2, pp. 231-259
Persistent link: https://www.econbiz.de/10005758097
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Estimation of the number of components of finite mixtures of multivariate distributions
Henna, Jogi - In: Annals of the Institute of Statistical Mathematics 57 (2005) 4, pp. 655-664
Persistent link: https://www.econbiz.de/10005395741
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