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~person:"Daníelsson, Jón"
~person:"Embrechts, Paul"
~person:"Pérez Amaral, Teodosio"
~subject:"Ausreißer"
~subject:"Volatilität"
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Search: subject:"Value at Risk"
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Ausreißer
Volatilität
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83
Risk measure
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Basler Akkord
42
Basel Accord
41
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Daníelsson, Jón
Embrechts, Paul
Pérez Amaral, Teodosio
McAleer, Michael
42
Hammoudeh, Shawkat
15
Allen, David E.
14
Caporin, Massimiliano
14
Härdle, Wolfgang
13
Stoja, Evarist
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Chang, Chia-Lin
12
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12
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10
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10
Gupta, Rangan
9
Lucas, André
9
Mensi, Walid
9
Mittnik, Stefan
9
Paolella, Marc S.
9
Xu, Dinghai
9
Asai, Manabu
8
Prokopczuk, Marcel
8
Scharth, Marcel
8
Stoyanov, Stoyan V.
8
Ardia, David
7
Chen Zhou
7
Daouia, Abdelaati
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Ji, Qiang
7
Karmakar, Madhusudan
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Stupfler, Gilles
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Tiwari, Aviral Kumar
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Ahelegbey, Daniel Felix
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Bollerslev, Tim
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Giot, Pierre
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Giudici, Paolo
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Haas, Markus
6
Harris, Richard D. F.
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ECONIS (ZBW)
17
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GFC-robust risk management under the Basel accord using extreme value methodologies
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009765824
Saved in:
2
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
3
Modeling operational risk depending on covariates : an empirical investigation
Embrechts, Paul
;
Mizgier, Kamil J.
;
Chen, Xian
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011962172
Saved in:
4
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
5
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
6
GFC-robust risk management strategies under the basel accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
Persistent link: https://www.econbiz.de/10008664042
Saved in:
7
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
8
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
9
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
10
Value-at-risk
and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Value-at-Risk
(VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled …
Persistent link: https://www.econbiz.de/10010533206
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