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source:"econis"
~person:"Righi, Marcelo Brutti"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
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Risk measure
23
Risiko
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Risk
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Measurement
17
Messung
17
Theorie
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Theory
16
Portfolio selection
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Portfolio-Management
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Risikomanagement
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Risk measures
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Forecasting model
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Prognoseverfahren
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Estimation
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Multivariate distribution
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Schätzung
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Capital income
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Deviation measures
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Kapitaleinkommen
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Multivariate Analyse
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Multivariate analysis
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risk measures
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ARCH model
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ARCH-Modell
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CAPM
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Capital determination
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Copulas
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Estimation theory
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Model risk
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Portfolio optimization
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Range Value at Risk (RVaR)
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Risikoprämie
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Righi, Marcelo Brutti
Härdle, Wolfgang
8
Okhrin, Ostap
8
Tiwari, Aviral Kumar
8
Hammoudeh, Shawkat
7
Ji, Qiang
7
Shahzad, Syed Jawad Hussain
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Tian, Maoxi
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Giacomini, Enzo
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Valdesogo, Alfonso
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Weiß, Gregor
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Berger, Theo
5
Bormann, Carsten
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Ghorbel, Ahmed
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Heinen, Andréas
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Karmakar, Madhusudan
5
Mensi, Walid
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Reboredo, Juan Carlos
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Schienle, Melanie
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Braun, Valentin
4
Fantazzini, Dean
4
Huggenberger, Markus
4
Lee, Seung-Hwan
4
Liu, Bing-Yue
4
Manner, Hans
4
Muteba Mwamba, John
4
Sahamkhadam, Maziar
4
Shim, Jeungbo
4
Trück, Stefan
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Weigert, Florian
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Al-Yahyaee, Khamis Hamed
3
Allen, David E.
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Alshater, Muneer Maher
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Belkacem, Lotfi
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Bouri, Elie
3
Chabi-Yo, Fousseni
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Chollete, Lorán
3
Czado, Claudia
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De Luca, Giovanni
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Computational economics
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International review of financial analysis
1
Revista Brasileira de Finanças : RBFin
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Risk management : a journal of risk, crisis and disaster
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ECONIS (ZBW)
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1
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
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2
Numerical comparison of multivariate models to forecasting risk measures
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011859009
Saved in:
3
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
4
Risk prediction management and weak form market efficiency in Eurozone financial crisis
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
International review of financial analysis
30
(
2013
),
pp. 384-393
Persistent link: https://www.econbiz.de/10010461544
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