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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001456589
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001470592
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - In: Journal of empirical finance 7 (2000) 3/4, pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
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Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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Modèles arch et applications financières
Gouriéroux, Christian - 1992
Persistent link: https://www.econbiz.de/10013556272
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Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
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Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo; Menoncin, Francesco; Scaillet, Olivier - 2003
Persistent link: https://www.econbiz.de/10001741680
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Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743681
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Nonparametric tests for positive quadrant dependence
Denuit, Michel; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001687927
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Nonparametric tests for positive quadrant dependence
Denuit, Michel (contributor); Scaillet, Olivier (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701362