| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A detailed comparison of value at risk estimates
|
Abad, Pilar
|
|
2013
|
94 |
C |
p. 258-276
19 p.
|
artikel
|
| 2 |
An evaluation of some popular investment strategies under stochastic interest rates
|
Kung, James J.
|
|
2013
|
94 |
C |
p. 96-108
13 p.
|
artikel
|
| 3 |
Currency hedging strategies using dynamic multivariate GARCH
|
Chang, Chia-Lin
|
|
2013
|
94 |
C |
p. 164-182
19 p.
|
artikel
|
| 4 |
Editorial Board
|
|
|
2013
|
94 |
C |
p. CO2-
1 p.
|
artikel
|
| 5 |
Efficient numerical integration of an elastic–plastic damage law within a mixed velocity–pressure formulation
|
El khaoulani, R.
|
|
2013
|
94 |
C |
p. 145-158
14 p.
|
artikel
|
| 6 |
Extreme market risk and extreme value theory
|
Singh, Abhay K.
|
|
2013
|
94 |
C |
p. 310-328
19 p.
|
artikel
|
| 7 |
Fast clustering of GARCH processes via Gaussian mixture models
|
Aielli, Gian Piero
|
|
2013
|
94 |
C |
p. 205-222
18 p.
|
artikel
|
| 8 |
Forecasting Value-at-Risk with a duration-based POT method
|
Araújo Santos, P.
|
|
2013
|
94 |
C |
p. 295-309
15 p.
|
artikel
|
| 9 |
GFC-robust risk management under the Basel Accord using extreme value methodologies
|
Jimenez-Martin, Juan-Angel
|
|
2013
|
94 |
C |
p. 223-237
15 p.
|
artikel
|
| 10 |
Global qualitative analysis of a predator–prey system with Allee effect on the prey species
|
Zu, Jian
|
|
2013
|
94 |
C |
p. 33-54
22 p.
|
artikel
|
| 11 |
IMACS Calendar of Events
|
|
|
2013
|
94 |
C |
p. 330-332
3 p.
|
artikel
|
| 12 |
Indirect Inference in fractional short-term interest rate diffusions
|
Laurini, Márcio Poletti
|
|
2013
|
94 |
C |
p. 109-126
18 p.
|
artikel
|
| 13 |
News of IMACS
|
|
|
2013
|
94 |
C |
p. 329-
1 p.
|
artikel
|
| 14 |
Nonlinearity-aware sub-model combination in trajectory based methods for nonlinear Mor
|
Nahvi, S.A.
|
|
2013
|
94 |
C |
p. 127-144
18 p.
|
artikel
|
| 15 |
Publisher's note
|
|
|
2013
|
94 |
C |
p. 15-32
18 p.
|
artikel
|
| 16 |
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures
|
Casarin, Roberto
|
|
2013
|
94 |
C |
p. 183-204
22 p.
|
artikel
|
| 17 |
Risk modelling and management: An overview
|
Chang, Chia-Lin
|
|
2013
|
94 |
C |
p. 159-163
5 p.
|
artikel
|
| 18 |
Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs
|
Fernández, J.L.
|
|
2013
|
94 |
C |
p. 55-75
21 p.
|
artikel
|
| 19 |
Symmetric and symplectic exponentially fitted Runge–Kutta–Nyström methods for Hamiltonian problems
|
You, Xiong
|
|
2013
|
94 |
C |
p. 76-95
20 p.
|
artikel
|
| 20 |
The dynamical complexity of a predator–prey system with Hassell–Varley functional response and impulsive effect
|
Kim, Hye Kyung
|
|
2013
|
94 |
C |
p. 1-14
14 p.
|
artikel
|
| 21 |
The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price
|
Hammoudeh, Shawkat
|
|
2013
|
94 |
C |
p. 277-294
18 p.
|
artikel
|
| 22 |
Volatility spillovers from the Chinese stock market to economic neighbours
|
Allen, David E.
|
|
2013
|
94 |
C |
p. 238-257
20 p.
|
artikel
|
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