Skip to contents Huschens, Stefan [Author] ; Stahl, Gerhard [Other] Granularität dominiert Korrelation Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2004 Published in: Dresdner Beiträge zu quantitativen Verfahren ; 43 Höse, Steffi [Author] ; Huschens, Stefan [Other] Credit portfolio correlations and uncertainty Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2012 Published in: Dresdner Beiträge zu quantitativen Verfahren ; 57 Engle, Robert F. [Author] Anticipating correlations : a new paradigm for risk management Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton; Oxford: Princeton University Press, c 2009 Published in: The econometrics institute lectures Bollerslev, Tim [Editor]; Engle, Robert F. [Honoree]; Russell, Jeffrey R. [Editor]; Watson, Mark W. [Editor] Volatility and time series econometrics : essays in honor of Robert Engle - [1. publ.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford [u.a.]: Oxford Univ. Press, 2010 Published in: Advanced texts in econometrics Höse, Steffi [Author]; Vogl, Konstantin [Author] Modeling and estimating the credit cycle by a probit-AR(1)-process Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2005 Published in: Dresdner Beiträge zu quantitativen Verfahren ; 44 Höse, Steffi [Author]; Vogl, Konstantin [Author] Predicting the credit cycle with an autoregressive model Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2005 Published in: Dresdner Beiträge zu quantitativen Verfahren ; 45 Höse, Steffi [Author] ; Huschens, Stefan [Other] Confidence intervals for asset correlations in the asymptotic single risk factor model Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2011 Published in: Dresdner Beiträge zu quantitativen Verfahren ; 54 Mantegna, Rosario N. [Author]; Stanley, H. Eugene [Author] An introduction to econophysics : correlations and complexity in finance Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2000 Lipton, Alexander [Editor] Credit correlation : life after copulas Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New Jersey [u.a.]: World Scientific, 2008 Weisheit, Stefan [Author] Optimal asset allocation and stochastic correlations Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2014 Ngoupeyou, Armand Brice [Author] ; Evry-Val d'Essonne [Contributor]; Jeanblanc, Monique [Contributor]; Matoussi, Anis [Contributor] Optimisation des portefeuilles d'actifs soumis au risque de défaut ; Optimization of defaultable assets portfolio Thesis View online Schließen > Links http://www.theses.fr/2010EVRY0012/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2010-07-07 Elliott, Matthew [Author]; Georg, Co-Pierre [Author]; Hazell, Jonathon [Author] Systemic risk-shifting in financial networks Books View online Schließen > Access https://www.repository.cam.ac.uk/bitstream/handle/1810/314722/cwpe2068.pdf?sequence=1&isAllowed=y Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge: University of Cambridge, Faculty of Economics, [2020] Published in: Cambridge working papers in economics ; 2020,68 - Cambridge-INET working papers ; 2020,30 Lewis, Karen K. [Author]; Liu, Edith X. [Author] Disaster Risk and Asset Returns : An International Perspective Books View online Schließen > Access https://ssrn.com/abstract=2925706 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: International Finance Discussion Paper ; No. 1199 Borsboom, Charlotte [Author]; Duxbury, Darren [Author]; Zeisberger, Stefan [Author] Domain-Dependent Diversification the Influence of Gain-Loss Domain and Information Aggregation on Correlation Choice Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4435451 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Olkhov, Victor [Author] The Market-Based Statistics of 'Actual' Returns of Investors Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4407226 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Yuyama, Tomonori [Author]; Yamanaka, Masato [Author]; Zhang, Shuran [Author]; Matsuo, Shin’ichiro [Author]; Angel, James [Author] Will the collapse of the crypto-asset market also lead to the collapse of the stock market? Books View online Schließen > Access https://ssrn.com/abstract=4404732 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Bonga-Bonga, Lumengo [Author]; Maake, Tebogo [Author] The relationship between carry trade and asset markets in South Africa Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021 Yae, James [Author]; Tian, George Zhe [Author] Sequential Learning, Asset Allocation, and Bitcoin Returns Books View online Schließen > Access https://ssrn.com/abstract=3896611 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Szimayer, A. [Author]; Dimitroff, G. [Author]; Lorenz, S. [Author] A parsimonious multi-asset Heston model: calibration and derivative pricing Books View online Schließen > Links https://kluedo.ub.rptu.de/frontdoor/index/index/docId/2149 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KLUEDO - Publication Server of University of Kaiserslautern-Landau (RPTU), 2009 Heyerdahl-Larsen, Christian [Author] ; Illeditsch, Philipp K. [Other] Demand Disagreement Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3092366 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Huschens, Stefan [Author] ; Stahl, Gerhard [Other] Granularität dominiert Korrelation Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2004 Published in: Dresdner Beiträge zu quantitativen Verfahren ; 43
Höse, Steffi [Author] ; Huschens, Stefan [Other] Credit portfolio correlations and uncertainty Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2012 Published in: Dresdner Beiträge zu quantitativen Verfahren ; 57
Engle, Robert F. [Author] Anticipating correlations : a new paradigm for risk management Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton; Oxford: Princeton University Press, c 2009 Published in: The econometrics institute lectures
Bollerslev, Tim [Editor]; Engle, Robert F. [Honoree]; Russell, Jeffrey R. [Editor]; Watson, Mark W. [Editor] Volatility and time series econometrics : essays in honor of Robert Engle - [1. publ.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford [u.a.]: Oxford Univ. Press, 2010 Published in: Advanced texts in econometrics
Höse, Steffi [Author]; Vogl, Konstantin [Author] Modeling and estimating the credit cycle by a probit-AR(1)-process Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2005 Published in: Dresdner Beiträge zu quantitativen Verfahren ; 44
Höse, Steffi [Author]; Vogl, Konstantin [Author] Predicting the credit cycle with an autoregressive model Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2005 Published in: Dresdner Beiträge zu quantitativen Verfahren ; 45
Höse, Steffi [Author] ; Huschens, Stefan [Other] Confidence intervals for asset correlations in the asymptotic single risk factor model Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2011 Published in: Dresdner Beiträge zu quantitativen Verfahren ; 54
Mantegna, Rosario N. [Author]; Stanley, H. Eugene [Author] An introduction to econophysics : correlations and complexity in finance Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2000
Lipton, Alexander [Editor] Credit correlation : life after copulas Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New Jersey [u.a.]: World Scientific, 2008
Weisheit, Stefan [Author] Optimal asset allocation and stochastic correlations Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2014
Ngoupeyou, Armand Brice [Author] ; Evry-Val d'Essonne [Contributor]; Jeanblanc, Monique [Contributor]; Matoussi, Anis [Contributor] Optimisation des portefeuilles d'actifs soumis au risque de défaut ; Optimization of defaultable assets portfolio Thesis View online Schließen > Links http://www.theses.fr/2010EVRY0012/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2010-07-07
Elliott, Matthew [Author]; Georg, Co-Pierre [Author]; Hazell, Jonathon [Author] Systemic risk-shifting in financial networks Books View online Schließen > Access https://www.repository.cam.ac.uk/bitstream/handle/1810/314722/cwpe2068.pdf?sequence=1&isAllowed=y Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge: University of Cambridge, Faculty of Economics, [2020] Published in: Cambridge working papers in economics ; 2020,68 - Cambridge-INET working papers ; 2020,30
> Access https://www.repository.cam.ac.uk/bitstream/handle/1810/314722/cwpe2068.pdf?sequence=1&isAllowed=y Full access (via DOI) Show more show less
Lewis, Karen K. [Author]; Liu, Edith X. [Author] Disaster Risk and Asset Returns : An International Perspective Books View online Schließen > Access https://ssrn.com/abstract=2925706 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: International Finance Discussion Paper ; No. 1199
Borsboom, Charlotte [Author]; Duxbury, Darren [Author]; Zeisberger, Stefan [Author] Domain-Dependent Diversification the Influence of Gain-Loss Domain and Information Aggregation on Correlation Choice Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4435451 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Olkhov, Victor [Author] The Market-Based Statistics of 'Actual' Returns of Investors Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4407226 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Yuyama, Tomonori [Author]; Yamanaka, Masato [Author]; Zhang, Shuran [Author]; Matsuo, Shin’ichiro [Author]; Angel, James [Author] Will the collapse of the crypto-asset market also lead to the collapse of the stock market? Books View online Schließen > Access https://ssrn.com/abstract=4404732 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Bonga-Bonga, Lumengo [Author]; Maake, Tebogo [Author] The relationship between carry trade and asset markets in South Africa Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021
Yae, James [Author]; Tian, George Zhe [Author] Sequential Learning, Asset Allocation, and Bitcoin Returns Books View online Schließen > Access https://ssrn.com/abstract=3896611 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Szimayer, A. [Author]; Dimitroff, G. [Author]; Lorenz, S. [Author] A parsimonious multi-asset Heston model: calibration and derivative pricing Books View online Schließen > Links https://kluedo.ub.rptu.de/frontdoor/index/index/docId/2149 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KLUEDO - Publication Server of University of Kaiserslautern-Landau (RPTU), 2009
Heyerdahl-Larsen, Christian [Author] ; Illeditsch, Philipp K. [Other] Demand Disagreement Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3092366 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
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