Media type: E-Book Title: Econometric Measures of Financial Risk in High Dimensions Contributor: Chen, Shi [Verfasser]; Härdle, Wolfgang [Gutachter]; Schienle, Melanie [Gutachter] imprint: Berlin: Humboldt-Universität zu Berlin, 2018 Extent: Online-Ressource Language: English DOI: 10.18452/18672 Identifier: RVK notation: QP 360 : Planung und Kontrolle, Allgemeines Keywords: Financial risk ; Weights and measures ; Limit Order Book ; hochdimensional ; verallgemeinerte impulse-response ; Hochfrequenz ; Markteinfluss ; large VAR ; makroökonomisches Risiko ; Maße für Finanzrisiko ; limit order book ; high dimension ; generalized impulse response ; high frequency ; financial risk ; market impact ; macroeconomic risk ; financial risk measures Origination: University thesis: Dissertation, Berlin, Humboldt-Universität zu Berlin, 2017 Footnote: Access State: Open Access