//--> //--> //-->
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:"CFS working paper series"
~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~isPartOf:"Statistical Papers / Springer"
~person:"Hesse, Frederik"
~subject:"Risk measure"
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:"Multivariate"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Credit risk
1
Financial services
1
Finanzdienstleistung
1
Kreditrisiko
1
Measurement
1
Messung
1
Multivariate Verteilung
1
Multivariate distribution
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk management
1
Simulation
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
copula
1
estimation error
1
lower tail dependence
1
risk aggregation
1
risk measure
1
simulation
1
more ...
less ...
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
Hesse, Frederik
Mittnik, Stefan
4
Haas, Markus
3
Berger, Theo
2
Li, Handong
2
Paolella, Marc S.
2
Boeve, Rolf
1
Braun, Valentin
1
Danciulescu, Cristina
1
Ghorbel, Ahmed
1
Gössling, Thalles Weber
1
Hackethal, Andreas
1
Herwartz, Helmut
1
Ibragimov, Rustam Ju.
1
Jiang, Cuixia
1
Kolman, Marek
1
Li, Chenxing
1
Li, Yuqian
1
Liu, Xiaohang
1
Löser, Robert
1
Maciag, Jakob
1
Maheu, John M.
1
Missong, Martin
1
Müller, Fernanda Maria
1
Pfingsten, Andreas
1
Prokhorov, Artem
1
Raters, Fabian H. C.
1
Righi, Marcelo Brutti
1
Ruenzi, Stefan
1
Sahamkhadam, Maziar
1
Santos, Samuel Solgon
1
Song, Shijia
1
Stephan, Andreas
1
Trabelsi, Abdelwahed
1
Weigert, Florian
1
Wied, Dominik
1
Wu, Jun
1
Xu, Qifa
1
Yener, Tina
1
Ziggel, Daniel
1
more ...
less ...
Published in...
All
CFS working paper series
Economics letters
Journal of forecasting
Journal of risk
Statistical Papers / Springer
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->