Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"HAL"
~person:"Caillault, Cyril"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Credit Default Swaps as Hedgin...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Copulas
1
Expected Shortfall
1
GARCH models
1
Markov switching models
1
Risk management
1
Value at Risk
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Caillault, Cyril
Guegan, Dominique
12
Hurlin, Christophe
4
Zhang, Jing
4
Kratz, Marie
3
Tokpavi, Sessi
3
Escanciano, J. Carlos
2
Guivarch, Céline
2
Hallegatte, Stéphane
2
Hassani, Bertrand
2
Rey, Nathalie
2
Rozenberg, Julie
2
Sassi, Olivier
2
Velasco, Carlos
2
Vogt-Schilb, Adrien
2
Waisman, Henri
2
Adam, Alexandre
1
Boutahar, M.
1
Bu, Ruijun
1
Busse, Marc
1
Candelon, Bertrand
1
Colletaz, Gilbert
1
Dacorogna, Michel
1
Dumitrescu, Elena-Ivona
1
Dumontaux, Nicolas
1
Emmer, Suzanne
1
Frattarolo, Lorenzo
1
Galichon, Alfred
1
Garcin, Matthieu
1
Giet, Ludovic
1
Hadri, Kaddour
1
Hamidi, Benjamin
1
Hamisultane, Hélène
1
Houkari, Mohamed
1
Hourcade, Jean Charles
1
Hourcade, Jean-Charles
1
Keddad, Benjamin
1
Khalfaoui, R.
1
Kouontchou, Patrick
1
Laurent, Jean-Paul
1
more ...
less ...
Institution
All
HAL
Published in...
All
Post-Print / HAL
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy
Caillault, Cyril
;
Guegan, Dominique
-
HAL
-
2009
management of bank supervisors. The
copula
approach seems to be a good compromise between all these models. It permits taking …
Persistent link: https://www.econbiz.de/10010738564
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
