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subject:"Kreditrisiko"
subject:"Risk measure"
~person:"Righi, Marcelo Brutti"
~subject:"COVID-19"
~subject:"Financial services"
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Kreditrisiko
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8
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8
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Righi, Marcelo Brutti
McAleer, Michael
25
Stoja, Evarist
25
Schuermann, Til
23
Embrechts, Paul
20
Wang, Ruodu
20
Broll, Udo
19
Stulz, René M.
19
Polanski, Arnold
17
Saunders, Anthony
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Rösch, Daniel
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Härdle, Wolfgang
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Li, Jianping
15
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14
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13
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12
Brigo, Damiano
12
Curti, Filippo
12
Daníelsson, Jón
12
Engle, Robert F.
12
Fabozzi, Frank J.
12
Hurlin, Christophe
12
Skoglund, Jimmy
12
Zopounidis, Constantin
12
Chorafas, Dimitris N.
11
Giudici, Paolo
11
Hull, John
11
Lucas, André
11
Olson, David L.
11
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11
Summer, Martin
11
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11
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11
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10
Christoffersen, Peter F.
10
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10
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10
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ASTIN bulletin : the journal of the International Actuarial Association
1
Application of operations research to financial markets
1
Computational economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economics & business
1
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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
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:
6
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
7
A consumer credit risk structural model based on affordability : balance at risk
Perlin, Marcelo Scherer
;
Righi, Marcelo Brutti
; …
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012100573
Saved in:
8
A composition between risk and deviation measures
Righi, Marcelo Brutti
- In:
Application of operations research to financial markets
,
(pp. 299-313)
.
2019
Persistent link: https://www.econbiz.de/10012159991
Saved in:
9
A comparison of expected shortfall estimation models
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of economics & business
78
(
2015
),
pp. 14-47
Persistent link: https://www.econbiz.de/10011317189
Saved in:
10
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
Saved in:
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