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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Schätzung"
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Schätzung
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Risk measure
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Abken, Peter A.
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Dowd, Kevin
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Giot, Pierre
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
25
Journal of risk
22
The North American journal of economics and finance : a journal of financial economics studies
20
Finance research letters
19
Applied economics
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Energy economics
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International review of financial analysis
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International journal of forecasting
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Journal of empirical finance
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Insurance / Mathematics & economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Risks : open access journal
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The journal of risk model validation
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Discussion paper / Tinbergen Institute
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Quantitative finance
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Research in international business and finance
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Working papers
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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CFS working paper series
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
7
Journal of financial econometrics
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Econometric Institute research papers
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Journal of forecasting
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Journal of international financial markets, institutions & money
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SFB 649 discussion paper
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SpringerLink / Bücher
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Computational economics
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Discussion paper / Deutsche Bundesbank
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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Journal of risk : JOR
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Using order statistics to estimate confidence intervals for probabilistic risk measures
Dowd, Kevin
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003400055
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2
Implied volatility indexes and daily value at risk models
Giot, Pierre
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 54-64
Persistent link: https://www.econbiz.de/10003010792
Saved in:
3
An empirical evaluation of value at risk by scenario simulation
Abken, Peter A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 12-29
Persistent link: https://www.econbiz.de/10001500033
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