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accessRights:"restricted"
subject:"Basel Accord"
~person:"Kumar, Dilip"
~person:"Nahar, Shamsun"
~person:"Rösch, Daniel"
~subject:"Ausreißer"
~subject:"Risk"
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Basel Accord
Ausreißer
Risk
Risk management
18
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8
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8
Basler Akkord
7
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Kumar, Dilip
Nahar, Shamsun
Rösch, Daniel
Wang, Ruodu
15
Li, Jianping
10
Zhu, Xiaoqian
8
Mao, Tiantian
7
Qazi, Abroon
7
Cai, Jun
6
Embrechts, Paul
6
Righi, Marcelo Brutti
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5
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5
Wei, Lu
5
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4
Brandtner, Mario
4
Broll, Udo
4
Chaudhry, Sajid M.
4
Cheng, T. C. E.
4
Chernov, Dmitry
4
Cohen, Ruben D.
4
Cossette, Hélène
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Escanciano, Juan Carlos
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Etienne, Alain
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Furman, Edward
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Gaudenzi, Barbara
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Loisel, Stéphane
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Marceau, Etienne
4
Mirakhor, Abbas
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Mitra, Sovan
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Accounting in Europe
1
Asian review of accounting
1
Die Bank
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
Global business review
1
International journal of accounting and information management
1
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1
Journal of economic dynamics & control
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Journal of quantitative economics
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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ECONIS (ZBW)
14
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1
Do risk disclosures matter for bank performance? : a moderating effect of risk committee
Nahar, Shamsun
;
Jahan, Mosammet Asma
- In:
Accounting in Europe
18
(
2021
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10012694126
Saved in:
2
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
3
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
4
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
5
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
6
A study of risk spillover in the crude oil and the natural gas markets
Kumar, Dilip
- In:
Global business review
18
(
2017
)
6
,
pp. 1465-1477
Persistent link: https://www.econbiz.de/10011800026
Saved in:
7
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
8
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
9
The determinants of risk disclosure by banking institutions : evidence from Bangladesh
Nahar, Shamsun
;
Azim, Mohammad
;
Jubb, Christine
- In:
Asian review of accounting
24
(
2016
)
4
,
pp. 426-444
Persistent link: https://www.econbiz.de/10011641829
Saved in:
10
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
Saved in:
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