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~subject:"Risk management"
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Posch, Peter N.
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Produkte der Kreditrisikosteuerung: CDS und Index-Produkte
Posch, Peter N.
- In:
Handbuch Treasury : ganzheitliche Risikosteuerung in …
,
(pp. 169-185)
.
2011
Persistent link: https://www.econbiz.de/10009311459
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2
Managing and trading sovereign risk using credit derivatives and government markets
Pollege, Samuel
;
Posch, Peter N.
- In:
Journal of risk finance : the convergence of financial …
14
(
2013
)
5
,
pp. 453-467
Persistent link: https://www.econbiz.de/10010209178
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3
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
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4
Wrong-way-risk in tails
Müller, Janis
;
Posch, Peter N.
- In:
The journal of asset management
19
(
2018
)
4
,
pp. 205-215
Persistent link: https://www.econbiz.de/10011891164
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5
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 556-584
Persistent link: https://www.econbiz.de/10012316700
Saved in:
6
Essays in finance : corporate hedging, mutual fund managers' behavior, and cryptocurrency markets
Köchling, Gerrit
-
2021
Persistent link: https://www.econbiz.de/10013258000
Saved in:
7
The agribusiness cycle and its wavelets
Bowden, Roger
;
Zhu, Jennifer
- In:
Empirical Economics
34
(
2008
)
3
,
pp. 603-622
Persistent link: https://www.econbiz.de/10005758292
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