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~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~institution:"Umeå Universitet / Institutionen för Nationalekonomi"
~type_genre:"Working Paper"
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Umeå Universitet / Institutionen för Nationalekonomi
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
Saved in:
2
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
Saved in:
3
Extreme-value characteristics in daily time series of Swedish stock returns
Brännäs, Kurt
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730811
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