//--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Risks : open access journal"
~person:"Chang, KC"
~subject:"Estimation theory"
~subject:"Statistical distribution"
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:"Value at Risk"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Statistical distribution
Loss
1
Multivariate Verteilung
1
Multivariate distribution
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Robust statistics
1
Robustes Verfahren
1
Schätztheorie
1
Simulation
1
Value‐at‐Risk
1
Verlust
1
copula
1
loss severity modeling
1
risk management
1
simulation
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chang, KC
Blazsek, Szabolcs
2
Monteros, Luis Antonio
2
Syuhada, Khreshna
2
Allen, David E.
1
Asimit, Alexandru V.
1
Balbás de la Corte, Alejandro
1
Balter, Janine
1
Barbi, Massimiliano
1
Barbieri, Laura
1
Barrieu, Pauline
1
Bee, Marco
1
Biffis, Enrico
1
Blanco, Iván
1
Bolancé, Catalina
1
Bossaerts, Peter L.
1
Božović, Miloš
1
Buch, Robert
1
Chavez, Erik
1
Chen, Jim
1
Chen, Wilson Ye
1
Chiu, Yen-Chen
1
Chu, Guoqing
1
Chuang, I-Yuan
1
Collamore, Jeffrey F.
1
Contreras-Valdez, Mario Ivan
1
Cortese, Federico Pasquale
1
Cuong, Ly Kim
1
Ding, Jin
1
Díaz Hernández, Adán
1
Echaust, Krzysztof
1
Ergen, Ibrahim
1
Feng, Wenjun
1
Ferreira, Helena
1
Ferreira, Marta
1
Fretheim, Torun
1
Garrido, José
1
Geman, Hélyette
1
Gerlach, Richard H.
1
Goodwin, Barry K.
1
more ...
less ...
Published in...
All
Applied economics
Risks : open access journal
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust estimation of
value-at-risk
through distribution-free and parametric approaches using the joint severity and frequency model : applications in financial, actuarial, and natu...
Guharay, Sabyasachi
;
Chang, KC
;
Xu, Jie
- In:
Risks : open access journal
5
(
2017
)
3
,
pp. 1-29
Value-at-Risk
(VaR) is a well-accepted risk metric in modern quantitative risk management (QRM). The classical Monte …
Persistent link: https://www.econbiz.de/10011687895
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->