Statistics of Financial Markets
Latest Publications

TOTAL DOCUMENTS

22

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By Springer Berlin Heidelberg

9783642165207, 9783642165214

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stochastic Processes in Discrete Time

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_4 ◽

2010 ◽

pp. 55-65

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Stochastic Processes ◽

Download Full-text

Statistics of Extreme Risks

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_18 ◽

2010 ◽

pp. 447-488

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Download Full-text

Time Series with Stochastic Volatility

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_13 ◽

2010 ◽

pp. 283-342 ◽

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Time Series ◽

Stochastic Volatility

Download Full-text

Exotic Options

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_9 ◽

2010 ◽

pp. 159-172

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Download Full-text

Volatility Risk of Option Portfolios

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_20 ◽

2010 ◽

pp. 519-533

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Volatility Risk

Download Full-text

Interest Rates and Interest Rate Derivatives

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_10 ◽

2010 ◽

pp. 173-212

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Interest Rate ◽

Interest Rates ◽

Interest Rate Derivatives

Download Full-text

Value at Risk and Backtesting

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_16 ◽

2010 ◽

pp. 389-404

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

At Risk ◽

Download Full-text

Non-Parametric and Flexible Time Series Estimators

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_15 ◽

2010 ◽

pp. 367-385

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Time Series ◽

Download Full-text

Introduction: Definitions and Concepts

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_11 ◽

2010 ◽

pp. 215-254

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Download Full-text

Credit Risk Management

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_22 ◽

2010 ◽

pp. 543-560 ◽

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Risk Management ◽

Credit Risk ◽

Credit Risk Management

Download Full-text