|
" Risk measurement, econometrics and neural networks : "
Georg Bol, Gholamreza Nakhaeizadeh, Karl-Heinz Vollmer (eds.) ; with contributions of K. Abberger [and others].
| Document Type
|
:
|
BL
|
| Record Number
|
:
|
722126
|
| Doc. No
|
:
|
b541836
|
| Main Entry
|
:
|
Georg Bol, Gholamreza Nakhaeizadeh, Karl-Heinz Vollmer (eds.) ; with contributions of K. Abberger [and others].
|
| Title & Author
|
:
|
Risk measurement, econometrics and neural networks : : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany\ Georg Bol, Gholamreza Nakhaeizadeh, Karl-Heinz Vollmer (eds.) ; with contributions of K. Abberger [and others].
|
| Publication Statement
|
:
|
Heidelberg ; New York: Physica-Verlag, ©1998.
|
| Series Statement
|
:
|
Contributions to economics.
|
| Page. NO
|
:
|
x, 306 pages : illustrations ; 24 cm
|
| ISBN
|
:
|
3790811521
|
|
|
:
|
: 9783790811520
|
| Contents
|
:
|
K. Abberger, Y.H. Feng, S. Heiler: Nonparametric Smoothing and Quantile Estimation in Time Series.- J. Baetge, C. Uthoff: Development of a Credit-Standing-Indicator for Companies Based on Financial Statements and Business Information with Backpropagation-Networks.- C.A. Breitner: Data Warehousing and OLAP: Delivering Just-in-Time Information for Decision Support.- W. Hardle, S. Sperlich: Financial Calculations on the Net.- W. Holt, P. Refenes: The Durbin-Watson Test for Neural Regression Models.- R. Kruse, S. Siekmann, R. Neuneiner, H.-G. Zimmermann: Neuro-Fuzzy Methods in Finance Applied to the German Stock Index DAX.- T. Severin, W. Schmid: Statistical Process Control and its Applications in Finance.- M. Steiner, S. Schneider, J.B. Wolf: An Analysis of the Financing Behavior of German Stock Corporations Using Artificial Neural Networks.- R. Matthes, M. Schroeder: Portfolio Anaylsis Based on the Shortfall Concept.- T. Ridder: Basics of Statistical VaR-Estimation.- R.D. Dave, G. Stahl: On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach.- S. Huschens: Confidence Intervals for the Value-at-Risk.- H. Schulte-Mattler: Regulatory Framework for the Risk Management of German Credit Institutions.- T.C. Wilson: Measuring and Managing Credit Portfolio Risk.
|
| Subject
|
:
|
Econometrics -- Congresses.
|
| Subject
|
:
|
Econometrics.
|
| Subject
|
:
|
Risk -- Congresses.
|
| Added Entry
|
:
|
G Bol
|
|
|
:
|
Gholamreza Nakhaeizadeh
|
|
|
:
|
Karl-Heinz Vollmer
|
| |