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~person:"Chen Zhou"
~person:"Dionne, Georges"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Risikomaß"
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Risikomaß
14
Risk measure
14
Basel Accord
7
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Statistical distribution
7
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7
CVaR
6
Forecasting model
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heavy tailed distributions
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Chen Zhou
Dionne, Georges
McAleer, Michael
61
Allen, David E.
27
Pérez Amaral, Teodosio
25
Jiménez-Martín, Juan-Ángel
19
Chang, Chia-Lin
18
Härdle, Wolfgang
18
Vries, Casper G. de
17
Daníelsson, Jón
14
Huschens, Stefan
14
Powell, Robert
14
Caporin, Massimiliano
12
Lucas, André
12
Stoja, Evarist
12
Albrecht, Peter
10
Giot, Pierre
10
Chlebus, Marcin
9
Paolella, Marc S.
9
Bauwens, Luc
8
Dijk, Herman K. van
8
Fortin, Ines
8
Gouriéroux, Christian
8
Hassani, Samir Saissi
8
Mittnik, Stefan
8
Schaumburg, Julia
8
Schienle, Melanie
8
Hoogerheide, Lennart
7
Hyung, Namwon
7
Rengifo, Erick W.
7
Scaillet, Olivier
7
Singh, Abhay Kumar
7
Yoshiba, Toshinao
7
Barone-Adesi, Giovanni
6
Cai, Zongwu
6
Daouia, Abdelaati
6
Dhaene, Jan
6
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6
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3
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ECONIS (ZBW)
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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:
7
Outlier detection in TARGET2 risk indicators
Heijmans, Ronald
;
Chen Zhou
-
2019
Persistent link: https://www.econbiz.de/10011966026
Saved in:
8
Value-at-risk prediction using option-implied risk measures
Schindelhauer, Kai
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920835
Saved in:
9
Why risk is so hard to measure
Daníelsson, Jón
;
Chen Zhou
-
2016
Persistent link: https://www.econbiz.de/10011415993
Saved in:
10
Systemic risk allocation for systems with a small number of banks
Qin, Xiao
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10009746621
Saved in:
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