//--> //--> //-->
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"
~subject:"Theorie"
~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
Theorie
Risikomaß
10
Risk measure
10
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
6
Type of publication (narrower categories)
All
Government document
Aufsatz in Zeitschrift
Mehrbändiges Werk
Article in journal
6
Aufsatz im Buch
4
Book section
4
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
6
Author
All
Dowd, Kevin
Wang, Ruodu
25
Righi, Marcelo Brutti
15
Rosazza Gianin, Emanuela
14
Boonen, Tim J.
12
Rüschendorf, Ludger
12
Brandtner, Mario
11
Cheung, Ka Chun
11
Embrechts, Paul
10
Fabozzi, Frank J.
10
Furman, Edward
10
Tan, Ken Seng
10
Härdle, Wolfgang
9
Kürsten, Wolfgang
9
Landsman, Zinoviy
9
Mao, Tiantian
9
Rudloff, Birgit
9
Vanduffel, Steven
9
Bernard, Carole
8
Cai, Jun
8
Chen, Zhiping
8
Daníelsson, Jón
8
Gerlach, Richard
8
Munari, Cosimo-Andrea
8
Müller, Fernanda Maria
8
Puccetti, Giovanni
8
Račev, Svetlozar T.
8
Asimit, Alexandru V.
7
Chi, Yichun
7
Herrera, Rodrigo
7
Jarrow, Robert A.
7
Kim, Young Shin
7
Liu, Fangda
7
Pesenti, Silvana M.
7
Pichler, Alois
7
Su, Jianxi
7
Tang, Qihe
7
Zhang, Yiying
7
Bellini, Fabio
6
Dhaene, Jan
6
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Finance research letters
1
Journal of banking & finance
1
Journal of financial services research : JFSR
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
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
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:
3
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:
4
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:
5
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:
6
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...
//-->