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~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~subject:"Risiko"
~subject:"Welt"
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
National Bureau of Economic Research
6
Basel Committee on Banking Supervision
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität Mannheim
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Springer Fachmedien Wiesbaden
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Edward Elgar Publishing
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International Risk Management Conference <5, 2012, Rom>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Technische Universität Chemnitz
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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
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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
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