Strategic long-term financial risks: single risk factors (Q2574059): Difference between revisions

@@ Property / DOI @@
-.1007/s10589-005-2054-7
@@ Property / DOI: 10.1007/s10589-005-2054-7 / rank @@
-Normal rank
@@ Property / author @@
-Pierre Patie
@@ Property / author: Pierre Patie / rank @@
-Normal rank
@@ Property / author @@
+Pierre Patie
@@ Property / author: Pierre Patie / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+RiskMetrics
@@ Property / describes a project that uses: RiskMetrics / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2078568918
@@ Property / OpenAlex ID: W2078568918 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+Extremal forex returns in extremely large data sets
+Normal rank
@@ Property / cites work @@
+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+Temporal Aggregation of Garch Processes
@@ Property / cites work: Temporal Aggregation of Garch Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Hyperbolic distributions in finance
@@ Property / cites work: Hyperbolic distributions in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q2782356
@@ Property / cites work: Q2782356 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3433265
@@ Property / cites work: Q3433265 / rank @@
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Related Mean-Risk Models
+Normal rank
@@ Property / cites work @@
+Q2724706
@@ Property / cites work: Q2724706 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4935943
@@ Property / cites work: Q4935943 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
+Normal rank
@@ Property / DOI @@
+.1007/S10589-005-2054-7
@@ Property / DOI: 10.1007/S10589-005-2054-7 / rank @@
+Normal rank