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Management von Rohstoffrisiken : Strategien, Märkte und Produkte
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Modelling prices in competitive electricity markets
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Quantum Decision Theory and Complexity Modelling in Economics and Public Policy
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Applications of methods and algorithms of nonlinear dynamics in economics and finance
Soofi, Abdollah S.
;
Galka, Andreas
;
Li, Zhe
;
Zhang, Yuqin
; …
- In:
Complexity in economics : cutting edge research
,
(pp. 1-30)
.
2014
Persistent link: https://www.econbiz.de/10011500824
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2
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
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3
Copula methods for forecasting multivariate time series
Patton, Andrew J.
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2013
Persistent link: https://www.econbiz.de/10011507033
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Panel data forecasting
Baltagi, Badi H.
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2013
Persistent link: https://www.econbiz.de/10011507037
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5
An analysis of systemic risk in worldwide economic sentiment indices
Thi, Luu Duc
;
Yanovski, Boyan
;
Lux, Thomas
- In:
Essays on real-financial interactions and on the …
,
(pp. 174-200)
.
2019
Persistent link: https://www.econbiz.de/10012035449
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The impact of
covariance
misspecification in risk-based portfolios
Ardia, David
;
Bolliger, Guido
;
Boudt, Kris
; …
-
2017
Persistent link: https://www.econbiz.de/10011711667
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7
VaR in high dimensional systems - a conditional correlation approach
Herwartz, Helmut
;
Pedrinha, B.
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 3-23)
.
2017
Persistent link: https://www.econbiz.de/10011794950
Saved in:
8
Estimation of correlation between latent processes
Kimura, Akitoshi
;
Yoshida, Nakahiro
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 131-146)
.
2016
Persistent link: https://www.econbiz.de/10011800345
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9
A DCC-VARMA model of portfolio risk : a simple approach to the estimation of the variance-
covariance
matrix of large stock portfolios
Potì, Valerio
- In:
Stock market volatility
,
(pp. 135-145)
.
2009
Persistent link: https://www.econbiz.de/10003830410
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10
Univariate und Multivariate Modellierung täglicher Volatilitäten von Rohstoff-Futures
Füss, Roland
;
Glück, Thorsten
;
Tilmes, Rolf
- In:
Management von Rohstoffrisiken : Strategien, Märkte …
,
(pp. 425-441)
.
2010
Persistent link: https://www.econbiz.de/10003902619
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