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Risk Measurement, Econometrics and Neural Networks

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Cover of 'Risk Measurement, Econometrics and Neural Networks'

Table of Contents

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    Book Overview
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    Chapter 1 Nonparametric Smoothing and Quantile Estimation in Time Series
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    Chapter 2 Development of a Credit-Standing-Indicator for Companies Based on Financial Statements and Business Information with Backpropagation-Networks
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    Chapter 3 Data Warehousing and OLAP: Delivering Just-In-Time Information for Decision Support
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    Chapter 4 Financial Calculations on the Net
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    Chapter 5 The Durbin-Watson Test for Neural Regression Models
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    Chapter 6 Neuro-Fuzzy Methods in Finance Applied to the German Stock Index DAX
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    Chapter 7 Statistical Process Control and its Application in Finance
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    Chapter 8 An Analysis of the Financing Behavior of German Stock Corporations Using Artificial Neural Networks
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    Chapter 9 Portfolio Analysis Based on the Shortfall Concept
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    Chapter 10 Basics of Statistical VaR-Estimation
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    Chapter 11 On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach
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    Chapter 12 Confidence Intervals for the Value-at-Risk
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    Chapter 13 Regulatory Framework for the Risk Management of German Credit Institutions
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    Chapter 14 Measuring and Managing Credit Portfolio Risk
Attention for Chapter 4: Financial Calculations on the Net
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Chapter title
Financial Calculations on the Net
Chapter number 4
Book title
Risk Measurement, Econometrics and Neural Networks
Published by
Physica, Heidelberg, January 1998
DOI 10.1007/978-3-642-58272-1_4
Book ISBNs
978-3-79-081152-0, 978-3-64-258272-1
Authors

Wolfgang Härdle, Stefan Sperlich, Härdle, Wolfgang, Sperlich, Stefan

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