| 488
result(s) -
Result(s) 391 to
400 |
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| 391. | Upgrading Value-at-Risk From Diagnostic Metric to Decision Variable: A Wise Thing To Do?
Publishing author: HALLERBACH Winfried George
Co-author(s): GfinanceVELD Henk
Working paper (2000 - Erasmus University Rotterdam) - English
Online since 2003.02.25 at 15:51:45 -
241 download(s) - 3
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 220 KB) - Zip version (178 KB) |
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| 392. | Duration & Dimension
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2003 - Erasmus University Rotterdam) - English
Online since 2003.02.25 at 15:39:57 -
243 download(s) - 4
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 42 KB) - Zip version (32 KB) |
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| 393. | Analyse et Modélisation des CDO
(CDO Analysis and Modelisation)
Publishing author: GOZLAN Olivier Abraham
Co-author(s):
Master's thesis (2002 - Ensimag - Ecole Doctorale de Grenoble) - French
Online since 2003.02.23 at 17:27:06 -
1172 download(s) - 12
rating(s)
- Average rating (/5): 3
Abstract (Abstract in English) | Download (.pdf - 675 KB) - Zip version (434 KB) |
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| 394. | Les déterminants des investissements étrangers de portefeuille. Une étude théorique et empirique : Cas de la Tunisie, de la Turquie, de la Hongrie et d'Israël
(Foreign Portfolio Investment determinants: Pushs or Pulls. Theoretical and empirical case studies (Tunisia, Turkey, Hungary and Israel))
Publishing author: BOUMLOUKA Makrem
Co-author(s):
Doctoral dissertation (2002 - Université de Nice Sophia Antipolis) - French
Online since 2003.02.21 at 12:45:58 -
453 download(s) - 10
rating(s)
- Average rating (/5): 4
Abstract (Abstract in English) | Download (.pdf - 2441 KB) - Zip version (1914 KB) |
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| 395. | Estimating and Predicting Multivariate Volatility Thresholds in Global Stock Markets
Publishing author: AUDRINO Francesco
Co-author(s): TROJANI Fabio
Working paper (2003) - English
Online since 2003.02.13 at 14:46:51 -
173 download(s) - 3
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 613 KB) - Zip version (534 KB) |
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| 396. | Synchronizing Multivariate Financial Time Series
Publishing author: AUDRINO Francesco
Co-author(s): BUHLMANN Peter
Working paper (2001) - English
Online since 2003.02.13 at 14:45:03 -
129 download(s) - 3
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 451 KB) - Zip version (376 KB) |
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| 397. | Local Likelihood for non-parametric ARCH(1) Models
Publishing author: AUDRINO Francesco
Co-author(s):
Working paper (2002) - English
Online since 2003.02.13 at 14:42:45 -
54 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 357 KB) - Zip version (308 KB) |
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| 398. | A multivariate FGD technique to improve VaR computation in equity markets
Publishing author: AUDRINO Francesco
Co-author(s): BARONE-ADESI Giovanni
Working paper (2002) - English
Online since 2003.02.13 at 14:39:48 -
121 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 416 KB) - Zip version (356 KB) |
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| 399. | Options Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities
Publishing author: DAVID Alexander
Co-author(s): VERONESI Pietro
Working paper (2002 - Olin School of Business - Washington University in St. Louis) - English
Online since 2003.02.12 at 01:52:41 -
387 download(s) - 3
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 706 KB) - Zip version (536 KB) |
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| 400. | Empirical Tests for Stochastic Dominance Efficiency
Publishing author: POST Thierry
Co-author(s):
Journal article (2003 - Journal of Finance) - English
Online since 2003.02.10 at 15:29:51 -
152 download(s) - 7
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 161 KB) - Zip version (139 KB) |
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