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subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Shushi, Tomer"
~person:"Vicente, Jose"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
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Prognoseverfahren
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Shushi, Tomer
Vicente, Jose
Landsman, Zinoviy
11
Furman, Edward
7
Ravazzolo, Francesco
7
Blazsek, Szabolcs
6
Natarajan, Karthik
6
Paolella, Marc S.
6
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6
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6
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6
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6
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5
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5
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5
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4
Almeida, Caio
4
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4
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4
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4
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4
Dew-Becker, Ian
4
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Insurance / Mathematics & economics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
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ECONIS (ZBW)
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1
Modelling random vectors of dependent risks with different elliptical components
Landsman, Zinoviy
;
Shushi, Tomer
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
1
,
pp. 6-24
Persistent link: https://www.econbiz.de/10013187281
Saved in:
2
Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models
Shushi, Tomer
;
Yao, Jing
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 178-186
Persistent link: https://www.econbiz.de/10012294094
Saved in:
3
Risk management with Tail Quasi-Linear Means
Bäuerle, Nicole
;
Shushi, Tomer
- In:
Annals of actuarial science : publ. by the Institute of …
14
(
2020
)
1
,
pp. 170-187
Persistent link: https://www.econbiz.de/10012194089
Saved in:
4
A multivariate tail covariance measure for elliptical distributions
Landsman, Zinoviy
;
Makov, Udi
;
Shushi, Tomer
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 27-35
Persistent link: https://www.econbiz.de/10011904613
Saved in:
5
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
7
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
8
Tail conditional moments for elliptical and log-elliptical distributions
Landsman, Zinoviy
;
Makov, Udi
;
Shushi, Tomer
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 179-188
Persistent link: https://www.econbiz.de/10011630646
Saved in:
9
Multivariate tail conditional expectation for elliptical distributions
Landsman, Zinoviy
;
Makov, Udi
;
Shushi, Tomer
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 216-223
Persistent link: https://www.econbiz.de/10011597276
Saved in:
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