Financial calculations on the net

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Bibliographische Detailangaben
Veröffentlicht in:	Karlsruher Ökonometrie-Workshop (6 : 1997 : Karlsruhe) Risk measurement, econometrics and neural networks
1. Verfasser:	Härdle, Wolfgang (VerfasserIn)
Weitere Verfasser:	Sperlich, Stefan (BerichterstatterIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	1998
Schlagworte:	Ökonometrie > Finanzmathematik > Internet > Aufsatz im Buch
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Titel	Jahr	Verfasser
Statistical process control and its application in finance	1998	Severin, Thomas
Nonparametric smoothing and quantile estimation in time series	1998	Abberger, Klaus
Confidence intervals for the value-at-risk	1998	Huschens, Stefan
Regulatory framework for the risk management of German credit institutions	1998	Schulte-Mattler, Hermann
Portfolio analysis based on the shortfall concept	1998	Matthes, Rainer
Neuro-fuzzy methods in finance applied to the German Stock Index DAX	1998
The Durbin-Watson test for neural regression models	1998	Holt, William
Development of a credit-standing-indicator for companies based on financial statements and business information with backpropagation-networks	1998	Baetge, Jörg
On the accuracy of VaR estimates based on the variance-covariance approach	1998	Dave, Rakhal D.
Measuring and managing credit portfolio risk	1998	Wilson, Thomas Charles
Basics of statistical VaR-estimation	1998	Ridder, Thomas
An analysis of the financing behavior of German stock corporations using artificial neural networks	1998	Steiner, Manfred
Financial calculations on the net	1998	Härdle, Wolfgang
Data warehousing and OLAP : delivering just-in-time information for decision support	1998	Breitner, Christoph A.