Risk Measurement, Econometrics and Neural Networks

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. Härdle, 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. Schröder: Portfolio Anaylsis Based on the Shortfall Concept.- T. Ridder: Basics of Statistical VaR-Estimation.- R.D. Davé, 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.