Risk Measurement, Econometrics and Neural Networks: Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany Book

	Nonparametric Smoothing and Quantile Estimation in Time Series	1
	Development of a Credit-Standing-Indicator for Companies Based on Financial Statements and Business Information with Backpropagation-Networks	17
	Data Warehousing and OLAP: Delivering Just-In-Time Information for Decision Support	39
	Financial Calculations on the Net	53
	The Durbin-Watson Test for Neural Regression Models	57
	Neuro-Fuzzy Methods in Finance Applied to the German Stock Index DAX	69
	Statistical Process Control and its Application in Finance	83
	An Analysis of the Financing Behavior of German Stock Corporations Using Artificial Neural Networks	105
	Portfolio Analysis Based on the Shortfall Concept	147
	Basics of Statistical VaR-Estimation	161
	On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach	189
	Confidence Intervals for the Value-at-Risk	233
	Regulatory Framework for the Risk Management of German Credit Institutions	245
	Measuring and Managing Credit Portfolio Risk	259