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Konfidenzintervalle für den Value-at-Risk
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961723
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Verfahren zur Value-at-Risk-Berechnung
Huschens, Stefan - 1999
Persistent link: https://www.econbiz.de/10001425947
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Value-at-Risk-Berechnung durch historische Simulation
Huschens, Stefan - 2000
Persistent link: https://www.econbiz.de/10001558047
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Confidence intervals for the value-at-risk
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10013440859
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Von der Markt- zur Kreditrisikomessung
Huschens, Stefan - 2000
Persistent link: https://www.econbiz.de/10013440957
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Granularität dominiert Korrelation
Huschens, Stefan - 2004
Persistent link: https://www.econbiz.de/10013441128
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Rating migrations
Höse, Steffi - 2008
Persistent link: https://www.econbiz.de/10013441149
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi - 2011
Persistent link: https://www.econbiz.de/10013441202
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Stochastic orders and non-Gaussian risk factor models
Höse, Steffi - 2011
Persistent link: https://www.econbiz.de/10013441203
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Credit portfolio correlations and uncertainty
Höse, Steffi - 2012
Persistent link: https://www.econbiz.de/10013441220