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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
8 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | Diagnosing and treating the fat tails in financial returns data |
Mittnik, Stefan |
2000 |
7 | 3-4 |
p. 389-416 28 p. |
article |
|
| 2 | Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach |
McNeil, Alexander J. |
2000 |
7 | 3-4 |
p. 271-300 30 p. |
article |
|
| 3 | Firms, do you know your currency risk exposure? Survey results |
Loderer, Claudio |
2000 |
7 | 3-4 |
p. 317-344 28 p. |
article |
|
| 4 | Horizon sensitivity of the inflation hedge of stocks |
Schotman, Peter C. |
2000 |
7 | 3-4 |
p. 301-315 15 p. |
article |
|
| 5 | Portfolio selection with limited downside risk |
Jansen, Dennis W. |
2000 |
7 | 3-4 |
p. 247-269 23 p. |
article |
|
| 6 | Sensitivity analysis of Values at Risk |
Gourieroux, C. |
2000 |
7 | 3-4 |
p. 225-245 21 p. |
article |
|
| 7 | Stochastic correlation across international stock markets |
Ball, Clifford A |
2000 |
7 | 3-4 |
p. 373-388 16 p. |
article |
|
| 8 | Volatility dynamics under duration-dependent mixing |
Maheu, John M. |
2000 |
7 | 3-4 |
p. 345-372 28 p. |
article |
8 results found