haku: @indexterm VALUE-AT-RISK / yhteensä: 37
viitteet: 8-17 / 37
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8.
Risk measures for hedge funds: a cross-sectional approach
European Financial Management
2007 : MAR, VOL. 13:2, p. 333-370
 2007 Liang, B.
Park, H.
9.
Measuring value-at-risk in project finance transactions
European Financial Management
2007 : JAN, VOL. 13:1, p. 135-158
 2007 Gatti, S. (et al.)
10.
Stochastic volatility and GARCH: a comparison based on UK stock data
European Journal of Finance
2006 : JAN, VOL. 12:1, p. 41-59
 2006 Pederzoli, C.
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.
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