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subject:"Bankenaufsicht"
subject:"World"
~accessRights:"restricted"
~person:"Kumar, Dilip"
~person:"Müller, Fernanda Maria"
~subject:"Risk measure"
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Bankenaufsicht
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Risk measure
Risikomanagement
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Portfolio selection
5
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Kumar, Dilip
Müller, Fernanda Maria
Wang, Ruodu
14
Hammoudeh, Shawkat
9
Cai, Jun
7
Mao, Tiantian
7
Mensi, Walid
7
Embrechts, Paul
6
Righi, Marcelo Brutti
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Al-Yahyaee, Khamis Hamed
5
Boonen, Tim J.
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Brandtner, Mario
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Härdle, Wolfgang
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Kang, Sang Hoon
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Li, Jianping
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Mitic, Peter
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Rüschendorf, Ludger
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Tan, Ken Seng
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4
Bernard, Carole
4
Chaudhry, Sajid M.
4
Farkas, Walter
4
Guillén, Montserrat
4
Hurlin, Christophe
4
Islamaj, Ergys
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Karmakar, Madhusudan
4
Kose, M. Ayhan
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Liu, Fangda
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Liu, Haiyan
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Mora-Valencia, Andrés
4
Müllner, Jakob
4
Naeem, Muhammad Abubakr
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Qazi, Abroon
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Shahzad, Syed Jawad Hussain
4
Tiwari, Aviral Kumar
4
Ur Rehman, Mobeen
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Vanduffel, Steven
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ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global business review
1
International review of economics & finance : IREF
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Journal of quantitative economics
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Studies in economics and finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
A description of the COVID-19 outbreak role in financial risk forecasting
Müller, Fernanda Maria
;
Santos, Samuel Solgon
;
Righi, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014483439
Saved in:
2
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
3
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
4
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Risk spillover between the GIPSI economies and Egypt, Saudi Arabia, and Turkey
Kumar, Dilip
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1193-1208
Persistent link: https://www.econbiz.de/10011561247
Saved in:
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