//--> //--> //-->
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
~person:"Dionne, Georges"
~subject:"Basler Akkord"
~subject:"heavy tailed distributions"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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
Risikomaß
12
Risk measure
12
Basel Accord
8
Forecasting model
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
CVaR
6
VAR model
6
VAR-Modell
6
VaR
6
backtesting
5
Conditional forecasting
4
Estimation
4
Portfolio selection
4
Portfolio-Management
4
Regulation
4
Regulierung
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Backtesting
3
Bank risk
3
Bankrisiko
3
Basel regulation for market risk
3
Risikomanagement
3
Risk management
3
Basel III
2
Basel framework for market risk
2
Expected Shortfall
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Volatility
2
Volatilität
2
conditional forecasting
2
conditional value-at-risk (CVaR)
2
fat-tail distribution
2
heavy-tailed distributions
2
more ...
less ...
Online availability
All
Free
6
Undetermined
2
Type of publication
All
Book / Working Paper
6
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
2
Language
All
English
8
Author
All
Dionne, Georges
McAleer, Michael
38
Pérez Amaral, Teodosio
32
Jiménez-Martín, Juan-Ángel
22
Chang, Chia-Lin
13
Hassani, Samir Saissi
10
Wang, Ruodu
8
Jimenez-Martin, Juan-Angel
7
Allen, David E.
6
Guégan, Dominique
6
Embrechts, Paul
5
Maasoumi, Esfandiar
5
Rösch, Daniel
5
Daníelsson, Jón
4
Farkas, Walter
4
Hassani, Bertrand K.
4
Sironi, Andrea
4
Varotto, Simone
4
Alexander, Gordon J.
3
Altman, Edward I.
3
Bianchi, Michele Leonardo
3
Brady, Brooks
3
Da Veiga, Bernardo
3
Fricke, Jens
3
Gatzert, Nadine
3
Gouriéroux, Christian
3
Jarrow, Robert A.
3
Kellner, Ralf
3
Koch Medina, Pablo
3
Lindé, Jesper
3
López, José A.
3
Munari, Cosimo-Andrea
3
Pauly, Ralf
3
Piacenza, Fabio
3
Resti, Andrea
3
Roszbach, Kasper
3
Santos, Paulo Araújo
3
Scheule, Harald
3
Stahl, Gerhard
3
Vasileiou, Evangelos
3
more ...
less ...
Published in...
All
CIRRELT
3
Working papers
3
Journal of risk
1
Journal of risk : JOR
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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/10012423037
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/10012545817
Saved in:
7
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
8
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->