//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Government document"
~person:"Dowd, Kevin"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mehrbändiges Werk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Expected shortfall"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
10
Risk measure
10
Theorie
6
Theory
6
Risiko
4
Risk
4
Measurement
3
Messung
3
Ausreißer
2
Outliers
2
Risikomanagement
2
Risk management
2
Agriculture
1
Comparative risk aversion
1
Currency derivative
1
Estimation
1
Exponential risk spectrum
1
Financial analysis
1
Finanzanalyse
1
Getreideanbau
1
Grain production
1
Handelsvolumen der Börse
1
Landwirtschaft
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing theory
1
Optionspreistheorie
1
Power risk spectrum
1
Ranking method
1
Ranking-Verfahren
1
Schätzung
1
Spectral risk measures
1
Statistical distribution
1
Statistical theory
1
Statistische Methodenlehre
1
Statistische Verteilung
1
Trading volume
1
USA
1
United States
1
Währungsderivat
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Government document
Aufsatz in Zeitschrift
Mehrbändiges Werk
Article in journal
10
Arbeitspapier
7
Working Paper
7
Graue Literatur
6
Non-commercial literature
6
Aufsatz im Buch
5
Book section
5
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
10
Author
All
Dowd, Kevin
Wang, Ruodu
28
Hammoudeh, Shawkat
22
Righi, Marcelo Brutti
21
McAleer, Michael
19
Fabozzi, Frank J.
17
Boonen, Tim J.
15
Mensi, Walid
15
Rosazza Gianin, Emanuela
14
Tiwari, Aviral Kumar
14
Uryasev, Stan
14
Cheung, Ka Chun
13
Härdle, Wolfgang
13
Janabi, Mazin A. M. al
13
Kang, Sang Hoon
13
Račev, Svetlozar T.
13
Cai, Jun
12
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Mao, Tiantian
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Bali, Turan G.
11
Brandtner, Mario
11
Daníelsson, Jón
11
Ji, Qiang
11
Nadarajah, Saralees
11
Vanduffel, Steven
11
Weiß, Gregor
11
Bernard, Carole
10
Furman, Edward
10
Guégan, Dominique
10
Herrera, Rodrigo
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Peng, Liang
10
Allen, David E.
9
Asimit, Alexandru V.
9
Balbás de la Corte, Alejandro
9
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of banking & finance
2
Finance research letters
1
Journal of agricultural economics
1
Journal of financial services research : JFSR
1
The journal of futures markets
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar
Brandtner, Mario
- In:
Journal of financial services research : JFSR
49
(
2016
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011591964
Saved in:
2
Extreme measures of agricultural financial risk
Morgan, C. W.
;
Cotter, John
;
Dowd, Kevin
- In:
Journal of agricultural economics
63
(
2012
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10009504666
Saved in:
3
Estimating financial risk measures for options
Sorwar, Ghulam
;
Dowd, Kevin
- In:
Journal of banking & finance
34
(
2010
)
8
,
pp. 1982-1992
Persistent link: https://www.econbiz.de/10008665539
Saved in:
4
Estimating financial risk measures for futures positions : a nonparametric approach
Cotter, John
;
Dowd, Kevin
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 689-703
Persistent link: https://www.econbiz.de/10003985045
Saved in:
5
Using order statistics to estimate confidence intervals for quantile-based risk measures
Dowd, Kevin
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 9-14
Persistent link: https://www.econbiz.de/10003961010
Saved in:
6
The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market orders
Cotter, John
;
Dowd, Kevin
- In:
Finance research letters
4
(
2007
)
3
,
pp. 146-154
Persistent link: https://www.econbiz.de/10003702364
Saved in:
7
After VAR : the theory, estimation, and insurance applications of quantile-based risk measures
Dowd, Kevin
;
Blake, David
- In:
The journal of risk and insurance : the journal of the …
73
(
2006
)
2
,
pp. 193-229
Persistent link: https://www.econbiz.de/10003335256
Saved in:
8
Extreme spectral risk measures : an application to futures clearinghouse margin requirements
Cotter, John
;
Dowd, Kevin
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3469-3485
Persistent link: https://www.econbiz.de/10003394484
Saved in:
9
Using order statistics to estimate confidence intervals for probabilistic risk measures
Dowd, Kevin
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003400055
Saved in:
10
Estimating VaR with order statistics
Dowd, Kevin
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 23-30
Persistent link: https://www.econbiz.de/10001581192
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->