//--> //--> //-->
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
~language:"eng"
~person:"Dionne, Georges"
~subject:"Basler Akkord"
~subject:"heavy tailed distributions"
~type_genre:"Arbeitspapier"
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:"Risk measure"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Basler Akkord
heavy tailed distributions
Basel Accord
6
CVaR
6
Risikomaß
6
Risk measure
6
Statistical distribution
6
Statistische Verteilung
6
VAR model
6
VAR-Modell
6
VaR
6
Forecasting model
5
Prognoseverfahren
5
Conditional forecasting
4
Regulation
4
Regulierung
4
backtesting
4
Basel regulation for market risk
3
Backtesting
2
Bank risk
2
Bankrisiko
2
Basel III
2
Estimation
2
Expected Shortfall
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätzung
2
fat-tail distribution
2
mixture of distributions
2
parametric model
2
Heavy tailed distributions
1
Portfolio selection
1
Portfolio-Management
1
basel regulation for market risk
1
non-parametric model
1
nonparametric model
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Dionne, Georges
McAleer, Michael
29
Pérez Amaral, Teodosio
25
Jiménez-Martín, Juan-Ángel
19
Chang, Chia-Lin
11
Hassani, Samir Saissi
6
Allen, David E.
5
Jimenez-Martin, Juan-Angel
4
Maasoumi, Esfandiar
4
Santos, Paulo Araújo
3
Altman, Edward I.
2
Brady, Brooks
2
Casarin, Roberto
2
Casellina, Simone
2
Daníelsson, Jón
2
Farkas, Walter
2
Fricke, Jens
2
Gouriéroux, Christian
2
Herring, Richard J.
2
Jaschke, Stefan R.
2
Lindé, Jesper
2
Munari, Cosimo-Andrea
2
Panoš, Jiří
2
Pauly, Ralf
2
Powell, Robert
2
Resti, Andrea
2
Roszbach, Kasper
2
Schuermann, Til
2
Sironi, Andrea
2
Siuda, Vojtěch
2
Stahl, Gerhard
2
Stehle, Richard
2
Švéda, Josef
2
Adrian, Tobias
1
Alexander, Carol
1
Alexander, Gordon J.
1
Ayadi, Rym
1
Baptista, Alexandre M.
1
Bec, Frédérique
1
Becker, Bo
1
more ...
less ...
Published in...
All
CIRRELT
3
Working papers
3
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
2
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014234014
Saved in:
3
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
4
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013279729
Saved in:
5
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
Saved in:
6
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->