haku: @indexterm VALUE-AT-RISK / yhteensä: 37
viitteet: 11-20 / 37
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11.
Market risk models for intraday data
European Journal of Finance
2005 : AUG, VOL. 11:4, p. 309-324
 2005 Giot, P.
12.
Do hedge funds have enough capital? a value-at-risk approach
Journal of Financial Economics
2005 : JULY, VOL. 77:1, p. 219-253
 2005 Gupta, A.
Liang, B.
13.
Eine empirische Analyse der Rangkorrelationen zwischen verschiedenen Risikomassen
Zeitschrift für Betriebswirtschaft
2004 : VOL. 74:2, Ergänzungsheft, p. 79-103
 2004 Pfingsten, A.
Wagner, P.
Wolferink, C.
14.
VAR: ready to explode?
Risk
2004 : JUL, VOL. 17:7, p. 40-46
 2004 Jeffery, C.
Schwarz, S.
15.
The comovement of US and UK stock markets
European Financial Management
2004 : DEC, VOL. 10:4, p. 593-607
 2004 Engsted, T.
Tanggaard, C.
16.
Analysing perceived downside risk: the component value-at-risk framework
European Financial Management
2004 : DEC, VOL. 10:4, p. 567-591
 2004 Hallerbach, W. G.
Menkveld, A. J.
17.
Don't rely on VaR
Euromoney
2004 : NOV, VOL. 35:427, p. 46-49
 2004 Leippold, M.
18.
The practice of Delta-Gamma VaR: Implementing the quadratic portfolio model
European Journal of Operational Research
2003 : NOV, VOL. 150:3, p. 529-545
 2003 Castellacci, G.
Siclari, M.J.
19.
Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis
European Journal of Operational Research
2003 : NOV, VOL. 150:3, p. 516-528
 2003 Cabedo Semper, J.D.
Moya Clemente, I.
20.
Derivative activities and the risk of international banks: a market index and VaR approach
International Review of Financial Analysis
2003 : VOL. 12:5, p. 489-511
 2003 Reichert, A.
Shyu, Y-W.
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