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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Econometric Institute research papers"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Risikomaß"
~type:"book"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Basel Accord
Measurement
Risikomaß
Risk measure
29
Basler Akkord
15
Portfolio selection
13
Portfolio-Management
13
Forecasting model
11
Prognoseverfahren
11
Volatility
11
Volatilität
11
ARCH model
8
ARCH-Modell
8
Welt
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Theorie
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1995-2009
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1997-2008
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29
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English
29
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McAleer, Michael
27
Pérez Amaral, Teodosio
11
Chang, Chia-Lin
9
Jiménez-Martín, Juan-Ángel
9
Allen, David E.
4
Asai, Manabu
2
Bi̇rbi̇l, Ş. İlker
2
Caporin, Massimiliano
2
Frenk, Johannes G.
2
Hammoudeh, Shawkat
2
Jimenez-Martin, Juan-Angel
2
Kaynar, Bahar
2
Maasoumi, Esfandiar
2
Powell, Robert
2
Singh, Abhay Kumar
2
Tansuchat, Roengchai
2
Casarin, Roberto
1
Chan, Felix
1
Chen, Cathy W. S.
1
Da Veiga, Bernardo
1
Duc Hong Vo
1
Gerlach, Richard
1
Hakim, Abdul
1
Hwang, Bruce B. K.
1
Liu, Tengdong
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Ngoc Phu Tran
1
Noyan, Nilay
1
Santos, Paulo Araújo
1
Tam Nguyen-Thanh Duong
1
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Astin bulletin : the journal of the International Actuarial Association
Econometric Institute research papers
Discussion paper / Tinbergen Institute
62
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Working papers
32
Working paper
28
SpringerLink / Bücher
24
Swiss Finance Institute Research Paper
18
CFS working paper series
16
CESifo working papers
14
Dresdner Beiträge zu quantitativen Verfahren
14
Finance and economics discussion series
14
NBER working paper series
14
CORE discussion papers : DP
12
IMF working papers
12
School of Accounting, Finance and Economics & FEMARC working paper series
12
Working paper / National Bureau of Economic Research, Inc.
12
Discussion paper
11
NBER Working Paper
11
Schriftenreihe Finanzmanagement
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
IES working paper
10
Staff working papers / Bank of England
10
Wiley finance series
10
CORE discussion paper : DP
9
Discussion paper / Deutsche Bundesbank
9
Discussion paper / The Pensions Institute, Cass Business School, City University
9
Discussion papers / CEPR
9
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
9
IMES discussion paper series / Englische Ausgabe
9
Working paper series
9
Working paper series / European Central Bank
9
Working paper series in economics
9
Working papers / TSE : WP
9
Discussion paper / Centre for Economic Policy Research
8
ERIM report series research in management
8
Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft
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Documents de recherche / ESSEC Centre de Recherche
7
Springer eBook Collection
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ECONIS (ZBW)
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1
Risk analysis of energy in Vietnam
Duc Hong Vo
;
Ngoc Phu Tran
;
Tam Nguyen-Thanh Duong
; …
-
2019
Persistent link: https://www.econbiz.de/10011986947
Saved in:
2
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
3
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:
4
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:
5
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744769
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
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
9
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
Saved in:
10
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
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