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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Journal of econometrics"
~person:"Gouriéroux, Christian"
~person:"Huschens, Stefan"
~person:"Stoyanov, Stoyan V."
~person:"Vries, Casper G. de"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Risikomaß
15
Risk measure
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Theorie
14
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5
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5
Portfolio-Management
5
Schätztheorie
5
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Gouriéroux, Christian
Huschens, Stefan
Stoyanov, Stoyan V.
Vries, Casper G. de
Höse, Steffi
4
Francq, Christian
3
Zakoïan, Jean-Michel
3
Hong, Yongmiao
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Kurz-Kim, Jeong-Ryeol
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2
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1
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1
Bollerslev, Tim
1
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Chavez-Demoulin, V.
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1
Egorov, Alexej V.
1
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1
Fan, Jianqing
1
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Dresdner Beiträge zu quantitativen Verfahren
Journal of econometrics
Discussion paper / Tinbergen Institute
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Discussion paper / LSE Financial Markets Group
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International journal of theoretical and applied finance
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2
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Dresdner Beiträge zur Betriebswirtschaftslehre
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Econometric theory
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
1
Kreditrisikomanagement : Portfoliomodelle und Derivate
1
Money matters : essays in honour of Alan Walters
1
Operations research models in banking management
1
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
1
Research paper series / Swiss Finance Institute
1
Review of managerial science
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
Série des documents de travail
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The Frank J. Fabozzi series
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
15
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1
Risikomaße
Huschens, Stefan
-
2017
Persistent link: https://www.econbiz.de/10013441255
Saved in:
2
Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10009706202
Saved in:
3
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
4
Stochastic orders and non-Gaussian risk factor models
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441203
Saved in:
5
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
6
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
7
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
8
Value-at-Risk-Berechnung durch historische Simulation
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001558047
Saved in:
9
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
Saved in:
10
Anmerkungen zur Value-at-Risk-Definition
Huschens, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001425944
Saved in:
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