//--> //--> //--> //-->
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:"Hassani, Samir Saissi"
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:"Eigenkapitalvorschriften"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Basel Accord
11
Basler Akkord
11
Risikomaß
10
Risk measure
10
Statistical distribution
8
Statistische Verteilung
8
Forecasting model
7
Prognoseverfahren
7
CVaR
6
VAR model
6
VAR-Modell
6
VaR
6
backtesting
5
Conditional forecasting
4
Estimation
4
Regulation
4
Regulierung
4
Schätzung
4
Bank risk
3
Bankrisiko
3
Basel regulation for market risk
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Risk management
3
heavy tailed distributions
3
ARCH model
2
ARCH-Modell
2
Backtesting
2
Basel III
2
Basel framework for market risk
2
Expected Shortfall
2
Market risk
2
Marktrisiko
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Volatility
2
Volatilität
2
conditional forecasting
2
conditional value-at-risk (CVaR)
2
more ...
less ...
Online availability
All
Free
8
Undetermined
3
Type of publication
All
Book / Working Paper
8
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
9
French
2
Author
All
Hassani, Samir Saissi
McAleer, Michael
48
Ongena, Steven
45
Ojo D Delaney PhD, Marianne
41
Jokivuolle, Esa
33
Pérez Amaral, Teodosio
33
Schulte-Mattler, Hermann
31
Repullo, Rafael
29
Wall, Larry D.
27
Kane, Edward J.
26
Demirgüç-Kunt, Asli
25
Hasan, Iftekhar
25
Rösch, Daniel
25
Detragiache, Enrica
23
Jiménez-Martín, Juan-Ángel
23
Paul, Stephan
23
Suárez, Javier
23
Wieladek, Tomasz
23
Agénor, Pierre-Richard
22
Gambacorta, Leonardo
21
Gersbach, Hans
20
Hellwig, Martin
20
Nikolov, Kalin
20
Tarazi, Amine
20
Acharya, Viral V.
19
Ayadi, Rym
19
Ratnovski, Lev
19
Admati, Anat R.
18
Behn, Markus
18
Chami, Ralph
18
Herring, Richard J.
18
Resti, Andrea
18
Schuermann, Til
18
Silva, Luiz A. Pereira da
18
Calomiris, Charles W.
17
Cosimano, Thomas F.
17
Faia, Ester
17
Ferri, Giovanni
17
Hartmann-Wendels, Thomas
17
Mendicino, Caterina
17
Angelini, Paolo
16
more ...
less ...
Published in...
All
CIRRELT
4
Working papers
4
Journal of risk
1
Journal of risk : JOR
1
The journal of operational risk
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
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
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012939393
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/10013273453
Saved in:
5
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:
6
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->