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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working papers / TSE : WP"
~subject:"Basel Accord"
~subject:"Measurement"
~type:"book"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Basel Accord
Measurement
Risikomaß
38
Risk measure
38
Portfolio selection
18
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18
Basler Akkord
15
Forecasting model
12
Prognoseverfahren
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Estimation theory
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Heavy tails
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Schätztheorie
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Spillover effect
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Spillover-Effekt
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USA
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United States
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English
18
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McAleer, Michael
15
Pérez Amaral, Teodosio
11
Jiménez-Martín, Juan-Ángel
9
Chang, Chia-Lin
5
Allen, David E.
2
Daouia, Abdelaati
2
Girard, Stéphane
2
Jimenez-Martin, Juan-Angel
2
Maasoumi, Esfandiar
2
Casarin, Roberto
1
Chan, Felix
1
Da Veiga, Bernardo
1
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1
Powell, Robert
1
Rüschendorf, Ludger
1
Santos, Paulo Araújo
1
Singh, Abhay Kumar
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Stupfler, Gilles
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Astin bulletin : the journal of the International Actuarial Association
Econometric Institute research papers
Working papers / TSE : WP
Discussion paper / Tinbergen Institute
13
Research paper series / Swiss Finance Institute
12
Working paper
11
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6
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6
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5
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Discussion paper / The Pensions Institute, Cass Business School, City University
3
Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
3
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3
IES working paper
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IMES discussion paper series / Englische Ausgabe
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IMF working papers
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SpringerLink / Bücher
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Working paper / National Bureau of Economic Research, Inc.
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3
AFI
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Bank of Finland research discussion papers
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Risk excess measures induced by hemi-metrics
Faugeras, Olivier
;
Rüschendorf, Ludger
-
2018
Persistent link: https://www.econbiz.de/10013488890
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2
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
3
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
4
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
5
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
6
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
7
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
8
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
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9
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
10
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619354
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