Introduction.
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- Economic Notes, 2001, v. 30, n. 2, doi. 10.1111/j.0391-5026.2001.00051.x
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- Publication type:
- Article
Works matching IS 03915026 AND DT 2001 AND VI 30 AND IP 2
Results: 9
1
2
Non parametric VaR Techniques. Myths and Realities.
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- Economic Notes, 2001, v. 30, n. 2, doi. 10.1111/j.0391-5026.2001.00052.x
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- Publication type:
- Article
3
Consistent High-precision Volatility from High-frequency Data.
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- Economic Notes, 2001, v. 30, n. 2, doi. 10.1111/j.0391-5026.2001.00053.x
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- Article
4
Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data.
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- Economic Notes, 2001, v. 30, n. 2, doi. 10.1111/j.0391-5026.2001.00054.x
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- Publication type:
- Article
5
Value-at-risk Trade-off and Capital Allocation with Copulas.
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- Economic Notes, 2001, v. 30, n. 2, doi. 10.1111/j.0391-5026.2001.00055.x
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- Publication type:
- Article
6
Hedging a Portfolio of Derivative Securities: A Simulation Approach.
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- Economic Notes, 2001, v. 30, n. 2, doi. 10.1111/j.0391-5026.2001.00056.x
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- Publication type:
- Article
7
Credit Risk: Constructing the Basic Building Blocks.
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- Economic Notes, 2001, v. 30, n. 2, doi. 10.1111/j.0391-5026.2001.00057.x
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- Article
8
Fuzzy Value-at-risk: Accounting for Market Liquidity.
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- Economic Notes, 2001, v. 30, n. 2, doi. 10.1111/j.0391-5026.2001.00058.x
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- Article
9
Marcello Messori (ed.) Financial Constraints and Market Failures. The Microfoundations of New Keynesian Macroeconomics.
- Published in:
- Economic Notes, 2001, v. 30, n. 2, doi. 10.1111/j.0391-5026.2001.00059.x
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- Publication type:
- Article