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~subject:"Derivat"
~subject:"ARCH model"
~type_genre:"Aufsatz im Buch"
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Derivat
ARCH model
Risikomaß
397
Risk measure
397
Theorie
226
Theory
226
Credit derivative
147
Kreditderivat
147
Portfolio selection
131
Portfolio-Management
131
Risikomanagement
115
Risk management
115
Credit risk
107
Kreditrisiko
107
Risiko
68
Risk
68
Bank risk
57
Bankrisiko
57
Measurement
53
Messung
53
Estimation
51
Schätzung
51
Derivative
45
Financial crisis
40
Finanzkrise
40
Welt
37
World
37
Basel Accord
36
Basler Akkord
36
USA
33
United States
33
ARCH-Modell
31
Volatility
31
Volatilität
31
Credit insurance
28
Deutschland
28
Germany
28
Kreditversicherung
28
Asset-Backed Securities
26
Asset-backed securities
26
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Undetermined
18
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76
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Aufsatz im Buch
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1,172
Aufsatz in Zeitschrift
1,172
Graue Literatur
243
Non-commercial literature
243
Arbeitspapier
229
Working Paper
229
Book section
76
Hochschulschrift
40
Thesis
29
Collection of articles of several authors
10
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10
Conference paper
7
Konferenzbeitrag
7
Amtsdruckschrift
6
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6
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6
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6
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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English
63
German
11
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2
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Fabozzi, Frank J.
3
Junge, Benjamin
3
Songsak Sriboonchitta
3
Ali, Paul U.
2
El Karoui, Nicole
2
Ftiti, Zied
2
Goodman, Laurie Sharon
2
Gregory, Jon
2
Kamotski, Vladimir
2
Lipton, Alexander
2
Lucas, Douglas J.
2
Manzano, Julian
2
Mügge, Daniel
2
Pesavento, Umberto
2
Trolle, Anders B.
2
Wagner, Eva
2
Almeida, Alexandre C. L.
1
Amir-Atefi, Keyvan
1
Andersen, Torben
1
Andrianov, Dmitry
1
Auerbach, Dirk
1
Barrieu, Pauline
1
Barucci, Emilio
1
Ben Ameur, Hachmi
1
Boldyrev, Kirill
1
Bollerslev, Tim
1
Bomfim, Antúlio N.
1
Bouri, Elie
1
Cabedo, J. David
1
Castagnino, John-Peter
1
Castellano, Rosella
1
Chan-Lau, Jorge A.
1
Chatchai Khiewngamdee
1
Chen, Ren-Raw
1
Choi, Paul Moon Sub
1
Christoffersen, Peter F.
1
Chuangchid, K.
1
Collin-Dufresne, Pierre
1
Cont, Rama
1
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1
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The Oxford handbook of credit derivatives
4
Applied quantitative finance
3
Essays on the market structure and pricing of credit derivatives
3
Robustness in econometrics
3
The credit derivatives handbook : global perspectives, innovations, and market drivers
3
Die internationale politische Ökonomie der Weltfinanzkrise
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Operations research models in banking management
2
Risk management decisions and value under uncertainty
2
Risk manangement post financial crisis : a period of monetary easing
2
Advances in monetary policy and macroeconomics
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Corporate risk management
1
Credit Analyst
1
Credit derivative strategies : new thinking on managing risk and return
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Credit risk : models, derivatives, and management
1
CreditRisk+ in the banking industry
1
Die Zukunft der Banken - die Banken der Zukunft
1
Econometrics of risk
1
Financial and economic systems : transformations and new challenges
1
Financial econometrics and empirical market microstructure
1
Financial markets and instruments
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
1
Finanzmanagement aktuell : Unternehmensfinanzierung; Wertpapiermanagement /Kapitalmarkt; Bank /Versicherung
1
Fintech, pandemic, and the financial system : challenges and opportunities
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Funds of hedge funds : performance, assessment, diversification, and statistical properties
1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of financial time series
1
Handbook of heavy tailed distributions in finance
1
Handbuch Alternative Investments ; Bd. 2
1
Indifference pricing : theory and applications
1
La crise des subprimes : rapport
1
Le système monétaire et financier international et sa réforme
1
Macroeconomic stability and financial regulation : key issues for the G20
1
Methods and applications in natural resources management
1
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Using conditional
Copula
to estimate value-at-risk in Vietnam's foreign exchange market
Nguyen, Vu-Linh
;
Huynh, Van-Nam
- In:
Econometrics of risk
,
(pp. 471-482)
.
2015
Persistent link: https://www.econbiz.de/10010498494
Saved in:
2
Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model
Li, Ganqiong
;
Xu, Shiwei
;
Wang, Shengwei
;
Yu, Haipeng
- In:
Proceedings of 2013 world agricultural outlook conference
,
(pp. 161-171)
.
2014
Persistent link: https://www.econbiz.de/10010416299
Saved in:
3
The impact of extreme events on portfolio in financial risk management
Chuangchid, K.
;
Kittawit Autchariyapanitkul
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 679-690)
.
2017
Persistent link: https://www.econbiz.de/10011802012
Saved in:
4
Construction and backtesting of a multi-factor stress-scenario for the stock market
Boldyrev, Kirill
;
Andrianov, Dmitry
;
Ivliev, Sergey
- In:
Financial econometrics and empirical market microstructure
,
(pp. 37-45)
.
2015
Persistent link: https://www.econbiz.de/10011326724
Saved in:
5
Portfolio value-at-risk estimation in energy futures markets with time-varying
copula
-GARCH model
Lu, Xun Fa
;
Lai, Kin Keung
;
Liang, Liang
- In:
Methods and applications in natural resources management
,
(pp. 333-357)
.
2014
Persistent link: https://www.econbiz.de/10010391496
Saved in:
6
Challenges in the application of extreme value theory in emerging markets : a case study of Pakistan
Uppal, Jamshed Y.
;
Mudakkar, Syeda Rabab
- In:
Risk manangement post financial crisis : a period of …
,
(pp. 417-437)
.
2014
Persistent link: https://www.econbiz.de/10010430620
Saved in:
7
Testing for rational speculative bubbles in the Brazilian residential real-estate market
Oliveira, Marcelo M. de
;
Almeida, Alexandre C. L.
- In:
Risk manangement post financial crisis : a period of …
,
(pp. 401-416)
.
2014
Persistent link: https://www.econbiz.de/10010430621
Saved in:
8
Value at risk with high frequency data
Barucci, Emilio
;
Renò, R.
- In:
New trends in banking management : with 42 tables
,
(pp. 223-231)
.
2002
Persistent link: https://www.econbiz.de/10001703812
Saved in:
9
Credit-Value-at-Risk unter besonderer Berücksichtigung des Zusammenhangs von Markt- und Kreditrisiken
Entrop, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001546745
Saved in:
10
ARCH factor: a new methodology to estimate value at risk
Cabedo, J. David
;
Moya, Ismael
- In:
Financial modelling : with 74 tables : [a selection of …
,
(pp. 93-110)
.
2000
Persistent link: https://www.econbiz.de/10001484965
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