Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied quantitative finance : theory and computational tools"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Quantile-VaR is the wrong meas...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
more ...
less ...
Type of publication
All
Article
1
Language
All
English
1
Author
All
Jaschke, Stefan R.
1
Jiang, Yuze
1
Published in...
All
Applied quantitative finance : theory and computational tools
SFB 373 Discussion Papers
902
Sonderforschungsbereich 373
828
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
SFB 373 Discussion Paper
6
CFS working paper series
2
Finance and stochastics
2
Finance and Stochastics
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Stochastic Processes and their Applications
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Approximating value at risk in conditional Gaussian models
Jaschke, Stefan R.
;
Jiang, Yuze
- In:
Applied quantitative finance : theory and computational …
,
(pp. 3-33)
.
2002
Persistent link: https://www.econbiz.de/10001749949
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
