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Ergebnisse 1-10 von 221.
ErscheinungsjahrTitelAutor:innen
2021The weak convergence rate of two semi-exact discretization schemes for the Heston model
In: Band: 9, 2021, Heft: 1, S. 1-38
Mickel, Annalena; Neuenkirch, Andreas
2021Decomposition of natural catastrophe risks: Insurability using parametric CAT bonds
In: Band: 9, 2021, Heft: 12, S. 1-19
Marvi, Morteza Tavanaie; Linders, Daniël
2021Equity risk and return across hidden market regimes
In: Band: 9, 2021, Heft: 11, S. 1-21
Endovitsky, Dmitry A.; Korotkikh, Viacheslav V.; Khrispushin, Denis A.
2021Using model performance to assess the representativeness of data for model development and calibration in financial institutions
In: Band: 9, 2021, Heft: 11, S. 1-26
Kruger, Chamay; Schutte, Wille Daniel; Verster, Tanja
2021Overdue debts and financial exclusion
In: Band: 9, 2021, Heft: 9, S. 1-21
Berlinger, Edina; Dobránszky-Bartus, Katalin; Molnár, György
2021Case study on a potential application of failure mode and effects analysis in assessing compliance risks
In: Band: 9, 2021, Heft: 9, S. 1-16
Bognár, Ferenc; Benedek, Petra
2021Earnings management, related party transactions and corporate performance: The moderating role of internal control
In: Band: 9, 2021, Heft: 8, S. 1-26
Zimon, Grzegorz; Appolloni, Andrea; Tarighi, Hossein; Shahmohammadi, Seyedmohammadali; Daneshpou, Ebrahim
2021Matrix-tilted Archimedean copulas
In: Band: 9, 2021, Heft: 4, S. 1-24
Hofert, Marius; Ziegel, Johanna F.
2021Empirical evidences on the interconnectedness between sampling and asset returns' distributions
In: Band: 9, 2021, Heft: 5, S. 1-35
Orlando, Guiseppe; Bufalo, Michele
2021Information-theoretic measures and modeling stock market volatility: A comparative approach
In: Band: 9, 2021, Heft: 5, S. 1-20
Sheraz, Muhammad; Nasi, Imran