Browsing All of EconStor by Author Pauly, Ralf
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2005 | Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution: A robustness study | Pauly, Ralf; Kosater, Peter |
2008 | Risk evaluation in financial risk management: Prediction limits and backtesting | Pauly, Ralf; Fricke, Jens |
2009 | Proposals for a needed adjustment of the VaR-based market risk charge of Basle II | Fricke, Jens; Pauly, Ralf |
2020 | Der neue Nutzungsartenkatalog zur Erweiterten Tatsächlichen Nutzung in der amtlichen Flächenstatistik | Arnold, Stephan; Lucas, Christian; Pauly, Ralf |