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Search: subject_exact:"Fourier transform"
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Risikomaß
Fourier transform
108
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35
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Fermanian, Jean-David
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1
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1
Fan, Jianqing
1
Hricko, Tomas
1
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1
Imerman, Michael B.
1
Kupper, Michael
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Lin, H.C.
1
Lin, T.Y.
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Ngoc Quynh Anh Nguyen
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Friedrich-Schiller-Universität Jena
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ECONIS (ZBW)
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1
Value-at-risk under measurement error
Doukali, Mohamed
;
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 690-713
Persistent link: https://www.econbiz.de/10014543504
Saved in:
2
Risk measures computation by Fourier inversion
Ngoc Quynh Anh Nguyen
;
Thi Ngoc Trang Nguyen
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
1
,
pp. 76-87
Persistent link: https://www.econbiz.de/10011653718
Saved in:
3
Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
Saved in:
4
Decision making under risk with spectral risk measures : concepts and applications in financial theory
Brandtner, Mario
-
2016
Persistent link: https://www.econbiz.de/10011525409
Saved in:
5
What does the volatility risk premium say about liquidity provision and demand for hedging tail risk?
Fan, Jianqing
;
Imerman, Michael B.
;
Dai, Wei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 519-535
Persistent link: https://www.econbiz.de/10011692397
Saved in:
6
The limits of granularity adjustments
Fermanian, Jean-David
- In:
Journal of banking & finance
45
(
2014
),
pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
Saved in:
7
A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents
Drapeau, Samuel
;
Kupper, Michael
;
Papapantoleon, Antonis
- In:
Journal of risk
16
(
2013/14
)
6
,
pp. 3-29
Persistent link: https://www.econbiz.de/10010476246
Saved in:
8
The limits of granularity adjustments
Fermanian, Jean-David
-
2013
Persistent link: https://www.econbiz.de/10010342709
Saved in:
9
Three essays on credit risk
Hricko, Tomas
-
2001
Persistent link: https://www.econbiz.de/10001636703
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