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A Value at Risk Analysis of Cr...
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Estimation
Kreditderivat
43
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Scheicher, Martin
19
Raunig, Burkhard
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Duffie, Darrell
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Vuillemey, Guillaume
7
Raaij, Gabriela de
5
Glatzer, Ernst
4
Craig, Ben R.
3
Keller, Joachim
2
Mueller, Dennis C.
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1
A value-at-risk analysis of credit default swaps
Raunig, Burkhard
;
Scheicher, Martin
- In:
Journal of risk
13
(
2010/11
)
4
,
pp. 3-29
Persistent link: https://www.econbiz.de/10009233507
Saved in:
2
Are banks different? : evidence form the CDS market
Raunig, Burkhard
;
Scheicher, Martin
-
2009
Persistent link: https://www.econbiz.de/10003810904
Saved in:
3
Testing for longer horizon predictability of return volatility with an application to the German DAX
Raunig, Burkhard
-
2003
Persistent link: https://www.econbiz.de/10001815044
Saved in:
4
Asset pricing with time-varying covariances : evidence for the German stock market
Scheicher, Martin
-
1996
Persistent link: https://www.econbiz.de/10000982464
Saved in:
5
Nonlinear dynamics : evidence for a small stock exchange
Scheicher, Martin
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 45-59
Persistent link: https://www.econbiz.de/10001353414
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6
Nonlinear dynamics : evidence for a small stock exchange
Scheicher, Martin
-
1996
Persistent link: https://www.econbiz.de/10000607725
Saved in:
7
Time-varying risk in the German stock market
Scheicher, Martin
- In:
The European journal of finance
6
(
2000
)
1
,
pp. 70-91
Persistent link: https://www.econbiz.de/10001526043
Saved in:
8
Heterogeneities within industries and structure-performance models
Mueller, Dennis C.
;
Raunig, Burkhard
- In:
Review of industrial organization : RIO
15
(
1999
)
4
,
pp. 303-320
Persistent link: https://www.econbiz.de/10001434608
Saved in:
9
Heterogeneities within industries and structure-performance models
Mueller, Dennis C.
;
Raunig, Burkhard
-
1998
Persistent link: https://www.econbiz.de/10000683850
Saved in:
10
Rückvergleich von Dichteprognosen
Raaij, Gabriela de
;
Raunig, Burkhard
- In:
Finanzmarktstabilitätsbericht
(
2001
),
pp. 131-143
Persistent link: https://www.econbiz.de/10001679547
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