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Winker, Peter
19
Specht, Katja
6
Winker, P.
4
Gohout, Wolfgang
3
Entorf, H.
2
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2
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
5
Jahrbücher für Nationalökonomie und Statistik
5
Computational economics
3
International review of law and economics
2
Journal of economic dynamics & control
2
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1
Die Bank : Zeitschrift für Bankpolitik und Praxis
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
FinanzArchiv : public finance analysis
1
Finanzmarkt und Portfolio-Management
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of forecasting
1
Labour : review of labour economics and industrial relations
1
Small business economics : an internat. journal
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
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PRAXIS UND ANALYSE - Portfoliomanagement - Value at Risk-Ansätze für Euro-Stoxx-Portfolios - Volatilitätscluster in Finanzmarktdaten erfordern eine zeitabhängige Modellierung des Value at Risk von Portfolios. Die Autoren stellen ein flexibles Konzept zur Ermittlung des VaR eines Euro-Stoxx-Portfolios vor, das sich durch die Berücksichtigung nicht-normalverteilter Finanzmarktdaten auszeichnet
Gohout, Wolfgang
;
Specht, Katja
;
Ripper, Klaus
- In:
Die Bank : Zeitschrift für Bankpolitik und Praxis
(
2000
)
6
,
pp. 422-427
Persistent link: https://www.econbiz.de/10006728419
Saved in:
2
Portfolio Selection using the Principal Components Garch Model
Specht, Katja
;
Gohout, Wolfgang
- In:
Finanzmarkt und Portfolio-Management
17
(
2003
)
4
,
pp. 450-458
Persistent link: https://www.econbiz.de/10006081738
Saved in:
3
A - Abhandlungen - Volatilitätsanalyse mit dem Augmented GARCH-Modell
Specht, Katja
;
Gohout, Wolfgang
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
82
(
1998
)
3-4
,
pp. 339-351
Persistent link: https://www.econbiz.de/10006576810
Saved in:
4
Report on the Discussion of the Papers Concerning "Business Cycle Analysis and Statistics" at the 68th Annual Meeting of the German Statistical Society hold in Bielefeld September 25th, 1997
Specht, Katja
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
82
(
1998
)
1
,
pp. 96
Persistent link: https://www.econbiz.de/10006580116
Saved in:
5
Report on the Discussion of the Papers Concerning "Statistical Analysis of Financial Markets" at the 67th Annual Meeting of the German Statistical Society, hold in Karlsruhe, September 26, 1996
Specht, Katja
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
81
(
1997
)
1
,
pp. 112-118
Persistent link: https://www.econbiz.de/10006584617
Saved in:
6
Report on the Discussion of the Papers Concerning "Migration" at the 66th Annual Meeting of the German Statistical Society, hold in Leipzig, September 28th, 1995
Lodders, Dorothea
;
Specht, Katja
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
80
(
1996
)
1
,
pp. 146-157
Persistent link: https://www.econbiz.de/10006587432
Saved in:
7
Investigating the drugs–crime channel in economics of crime models
Entorf, H.
;
Winker, P.
- In:
International review of law and economics
28
(
2008
)
1
,
pp. 8-22
Persistent link: https://www.econbiz.de/10007977758
Saved in:
8
Causes and Effects of Financing Constraints at the Firm Level
Winker, P.
- In:
Small business economics : an internat. journal
12
(
1999
)
2
,
pp. 169-182
Persistent link: https://www.econbiz.de/10007122957
Saved in:
9
Investigating the drugs–crime channel in economics of crime models
Entorf, H.
;
Winker, P.
- In:
International review of law and economics
28
(
2008
)
1
,
pp. 8-23
Persistent link: https://www.econbiz.de/10008887052
Saved in:
10
Sluggish adjustment of interest rates and credit rationing: An application of unit root testing and error correction modelling
Winker, P.
- In:
Applied economics
31
(
1999
)
3
,
pp. 267-278
Persistent link: https://www.econbiz.de/10007688146
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