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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi; Huschens, Stefan - In: Operations research proceedings 2010 : selected papers …, (pp. 111-116). 2011
Persistent link: https://www.econbiz.de/10009270870
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Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi - 2010
Persistent link: https://www.econbiz.de/10013441191
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Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi - 2009
Persistent link: https://www.econbiz.de/10013441199
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi - 2011
Persistent link: https://www.econbiz.de/10013441202
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Stochastic orders and non-Gaussian risk factor models
Höse, Steffi - 2011
Persistent link: https://www.econbiz.de/10013441203
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Anmerkungen zur Value-at-Risk-Definition
Huschens, Stefan - In: Datamining und computational finance : Ergebnisse des …, (pp. 29-41). 2000
Persistent link: https://www.econbiz.de/10001484225
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Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan - In: Geld, Finanzwirtschaft, Banken und Versicherungen : …, (pp. 615-626). 1997
Persistent link: https://www.econbiz.de/10001299010
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Risikomaße
Huschens, Stefan - 2017
Persistent link: https://www.econbiz.de/10013441255
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Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan; Kurz-Kim, Jeong-Ryeol - 1998
Persistent link: https://www.econbiz.de/10001422900
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Anmerkungen zur Value-at-Risk-Definition
Huschens, Stefan - 1999
Persistent link: https://www.econbiz.de/10001425944