//--> //--> //-->
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:"Econometric Institute research papers"
~person:"Maasoumi, Esfandiar"
~subject:"Risikomaß"
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_exact:"GARCH-Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
ARCH model
2
ARCH-Modell
2
Basel Accord
2
Basler Akkord
2
Dominanztest
2
Forecasting model
2
Prognoseverfahren
2
Risk measure
2
Stochastic dominance test
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Maasoumi, Esfandiar
McAleer, Michael
8
Chang, Chia-Lin
4
Pérez Amaral, Teodosio
3
Jiménez-Martín, Juan-Ángel
2
Tansuchat, Roengchai
2
Caporin, Massimiliano
1
Chan, Felix
1
Da Veiga, Bernardo
1
Hakim, Abdul
1
Jimenez-Martin, Juan-Angel
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Discussion paper / Tinbergen Institute
1
USC-INET Research Paper
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->