© 1998

Risk Measurement, Econometrics and Neural Networks

Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany

  • Georg Bol
  • Gholamreza Nakhaeizadeh
  • Karl-Heinz Vollmer
Conference proceedings

Part of the Contributions to Economics book series (CE)

Table of contents

  1. Front Matter
    Pages I-XI
  2. Klaus Abberger, Yuanhua Feng, Siegfried Heiler
    Pages 1-16
  3. Wolfgang Härdle, Stefan Sperlich
    Pages 53-56
  4. William Holt, Paul Refenes
    Pages 57-68
  5. Rudolf Kruse, Stefan Siekmann, Ralph Neuneier, Hans Georg Zimmermann
    Pages 69-82
  6. Thomas Severin, Wolfgang Schmid
    Pages 83-104
  7. Manfred Steiner, Sebastian Schneider, J. Benedict Wolf
    Pages 105-146
  8. Rainer Matthes, Michael Schröder
    Pages 147-160
  9. Thomas Ridder
    Pages 161-187
  10. Stefan Huschens
    Pages 233-244
  11. Thomas C. Wilson
    Pages 259-306
  12. Back Matter
    Pages 307-307

About these proceedings


This book comprises the articles of the 6th Econometric Workshop in Karlsruhe, Germany. In the first part approaches from traditional econometrics and innovative methods from machine learning such as neural nets are applied to financial issues. Neural Networks are successfully applied to different areas such as debtor analysis, forecasting and corporate finance. In the second part various aspects from Value-at-Risk are discussed. The proceedings describe the legal framework, review the basics and discuss new approaches such as shortfall measures and credit risk.


Credit Risk Econometrics Forecasting Neural Networks RM Risikomessung Risk Management Risk Measurement STATISTICA

Editors and affiliations

  • Georg Bol
    • 1
  • Gholamreza Nakhaeizadeh
    • 2
  • Karl-Heinz Vollmer
    • 3
  1. 1.Institut für Statistik und Mathematische WirtschaftstheorieUniversität KarlsruheKarlsruheGermany
  2. 2.Daimler Benz AGUlmGermany
  3. 3.Südwestdeutsche Genossenschaftszentralbank AGKarlsruheGermany

Bibliographic information

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