//--> //--> //-->
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
~institution:"Center for Applied Economics and Policy Research (CAEPR), Department of Economics"
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:"Expected Shortfall"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Value-at-Risk
1
backtesting
1
expected shortfall
1
risk management
1
tail risk
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Du, Zaichao
1
Escanciano, Juan Carlos
1
Institution
All
Center for Applied Economics and Policy Research (CAEPR), Department of Economics
National Bureau of Economic Research
14
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
12
Basel Committee on Banking Supervision
7
Springer Fachmedien Wiesbaden
7
HAL
6
Business School, University of Sydney
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Friedrich-Schiller-Universität Jena
3
Geary Institute, University College Dublin
3
Pensions Institute
3
Springer-Verlag GmbH
3
Swiss Finance Institute
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Tinbergen Instituut
3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
CESifo
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Deutsche Bundesbank
2
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
2
Federal Reserve Bank of San Francisco
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
School of Economics and Finance, Tasmanian School of Business and Economics
2
Society for Computational Economics - SCE
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Konstanz
2
Verlag Dr. Kovač
2
Banco Central do Brasil
1
Banco de la Republica de Colombia
1
Bank of Japan
1
Bank-Verlag GmbH
1
Bergische Universität Wuppertal
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
more ...
less ...
Published in...
All
Caepr Working Papers
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting
Expected
Shortfall
: Accounting for Tail Risk
Escanciano, Juan Carlos
;
Du, Zaichao
-
Center for Applied Economics and Policy Research …
-
2015
The Basel Committee on Banking Supervision (BIS) has recently sanctioned
Expected
Shortfall
(ES) as the market risk …
Persistent link: https://www.econbiz.de/10011158992
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->