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subject:"Bankenaufsicht"
subject:"Welt"
~person:"Karmakar, Madhusudan"
~person:"Polanski, Arnold"
~subject:"Finanzdienstleistung"
~subject:"Risikopräferenz"
~subject:"Risk distribution"
~subject:"Risk measure"
~type:"article"
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Bankenaufsicht
Welt
Finanzdienstleistung
Risikopräferenz
Risk distribution
Risk measure
Risikomanagement
11
Risikomaß
11
Risk management
11
Risiko
7
Risk
7
Ausreißer
6
Capital income
6
Kapitaleinkommen
6
Outliers
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ARCH model
4
ARCH-Modell
4
Portfolio selection
4
Portfolio-Management
4
Statistical distribution
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Statistische Verteilung
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Aktienmarkt
3
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3
Multidimensional value at risk
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Peak over threshold method
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Prognoseverfahren
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Stock market
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Volatility
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Börsenkurs
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Conditional EVT
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Copula
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Estimation
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Multidimensional risk
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Multivariate Verteilung
2
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2
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2
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Karmakar, Madhusudan
Polanski, Arnold
Wang, Ruodu
16
Embrechts, Paul
13
Li, Jianping
13
Hammoudeh, Shawkat
12
Jacobs, Michael <Jr.>
10
Mao, Tiantian
10
McAleer, Michael
10
Righi, Marcelo Brutti
10
Zhu, Xiaoqian
10
Cai, Jun
8
Härdle, Wolfgang
8
Janabi, Mazin A. M. al
8
Stulz, René M.
8
Daníelsson, Jón
7
McConnell, Patrick
7
Mensi, Walid
7
Naeem, Muhammad Abubakr
7
Puccetti, Giovanni
7
Rüschendorf, Ludger
7
Allen, David E.
6
Boonen, Tim J.
6
Fabozzi, Frank J.
6
Ji, Qiang
6
Mitic, Peter
6
Prorokowski, Lukasz
6
Schulte-Mattler, Hermann
6
Stoja, Evarist
6
Tan, Ken Seng
6
Van Vuuren, Gary
6
Yang, Fan
6
Al-Yahyaee, Khamis Hamed
5
Balbás de la Corte, Alejandro
5
Bernard, Carole
5
Brandtner, Mario
5
Broll, Udo
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Curti, Filippo
5
Ghorbel, Ahmed
5
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International journal of forecasting
3
Review of financial economics : RFE
2
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
11
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1
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
2
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
3
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
4
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
5
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
6
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
7
Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan
;
Shukla, Girja K.
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
Saved in:
8
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
9
Multidimensional risk and risk dependence
Polanski, Arnold
;
Stoja, Evarist
;
Zhang, Ren
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3286-3294
Persistent link: https://www.econbiz.de/10009782155
Saved in:
10
Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
Saved in:
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