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Nonparametric risk management with generalized hyperbolic distributions

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Persistent link: https://www.econbiz.de/10004868772

Portfolio value at risk based on independent components analysis

Chen, Ying; Härdle, Wolfgang; Spokojnyj, Vladimir G. - 2005

SFB 649 Discussion Paper 2005-060 Portfolio Value at Risk Based on Independent Components Analysis Ying Chen* ** Wolfgang Härdle* Vladimir Spokoiny* ** * CASE - Center for Applied Statistics and Economics, Humboldt-Universität zu Berlin ** Weierstraß -...

Persistent link: https://www.econbiz.de/10004868894

GHICA - risk analysis with GH distributions and independent components

Chen, Ying; Härdle, Wolfgang; Spokojnyj, Vladimir G. - 2006

Persistent link: https://www.econbiz.de/10004875458

SFB 649 discussion paper

Sonderforschungsbereich Ökonomisches Risiko <Berlin> - Berlin - 2005 -

Persistent link: https://www.econbiz.de/10004904533

Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk

Sonderforschungsbereich Ökonomisches Risiko <Berlin> - Berlin : Humboldt-Univ., SFB 649 - 2005,001 -

Persistent link: https://www.econbiz.de/10004868747

Robust risk management : accounting for nonstationarity and heavy tails

Chen, Ying; Spokojnyj, Vladimir G. - 2006

Persistent link: https://www.econbiz.de/10004881592

Applied multivariate statistical analysis

Härdle, Wolfgang; Simar, Léopold - 2012 - 3. ed.

Persistent link: https://www.econbiz.de/10009420856

Statistical tools for finance and insurance

Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005

Persistent link: https://www.econbiz.de/10004241912

Predicting bankruptcy with support vector machines

Härdle, Wolfgang; Moro, Rouslan A.; Schäfer, Dorothea - 2005

Persistent link: https://www.econbiz.de/10004246186

FFT based option pricing

Borak, Szymon; Detlefsen, Kai; Härdle, Wolfgang - 2005

Persistent link: https://www.econbiz.de/10004246200

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