Narrow search
Showing 1 - 9 of 9
Cover Image
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris; Daníelsson, Jón; Laurent, Sébastien - 2010
Persistent link: https://www.econbiz.de/10009126801
Cover Image
Jump robust two time scale covariance estimation and realized volatility budgets
Boudt, Kris; Zhang, Jin - 2010
Persistent link: https://www.econbiz.de/10009127498
Cover Image
Equities' exposures to currencies : beyond the loglinear model
Boudt, Kris; Liu, Fang; Sercu, Piet - 2012
Persistent link: https://www.econbiz.de/10009540825
Cover Image
Optimal capital allocation principles
Dhaene, Jan; Tsanakas, Andreas; Valdez, Emiliano; … - 2009
Persistent link: https://www.econbiz.de/10009126885
Cover Image
A note on optimal lower bound approximations for risk measures of sums of lognormals
Vanduffel, Steven; Chen, X.; Dhaene, Jan; Goovaerts, Marc J. - 2006
Persistent link: https://www.econbiz.de/10003610847
Cover Image
Asset correlations: shifting tides
Chernih, Andrew (contributor); Vanduffel, Steven (contributor) - 2006
Persistent link: https://www.econbiz.de/10003611637
Cover Image
On the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven; Chernih, Andrew; Schoutens, Wim - 2007
Persistent link: https://www.econbiz.de/10003613733
Cover Image
Some results on Denault's capital allocation rule
Vanduffel, Steven (contributor); Dhaene, Jan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003572198
Cover Image
Basel II : capital requirements for equity investment portfolios
Suarez, Fabian; Dhaene, Jan; Henrard, Luc; Vanduffel, Steven - 2006
Persistent link: https://www.econbiz.de/10003610788