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~person:"Hu, Taizhong"
~person:"Kumar, Dilip"
~subject:"Risikomanagement"
~subject:"Systematischer Fehler"
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Risikomanagement
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Hu, Taizhong
Kumar, Dilip
Stoja, Evarist
10
Daouia, Abdelaati
6
Giudici, Paolo
6
Ahelegbey, Daniel Felix
5
Girard, Stéphane
5
Mojtahedi, Fatemeh
5
Polanski, Arnold
5
Stupfler, Gilles
5
Ai, Hengjie
4
Bhandari, Anmol
4
Chaudhry, Sajid M.
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Chen Zhou
4
Karmakar, Madhusudan
4
Mao, Tiantian
4
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3
Cañón, Carlos Iván
3
Einmahl, John H. J.
3
Gerba, Eddie
3
Hambuckers, Julien
3
Herrera, Rodrigo
3
Kellner, Ralf
3
Kratz, Marie
3
Maheswaran, S.
3
Martins-Filho, Carlos
3
Mihoci, Andrija
3
Pambira, Alberto
3
Paterlini, Sandra
3
Prokopczuk, Marcel
3
Usseglio-Carleve, Antoine
3
Yang, Fan
3
Yao, Feng
3
Ammann, Manuel
2
Asimit, Alexandru V.
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Bax, Karoline
2
Bayer, Verena
2
Bücher, Axel
2
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Insurance / Mathematics & economics
3
Journal of quantitative economics
2
Economic modelling
1
International review of financial analysis
1
Studies in economics and finance
1
The journal of prediction markets
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ECONIS (ZBW)
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1
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
Saved in:
2
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
3
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
4
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
5
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
6
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
7
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
8
Extreme value behavior of aggregate dependent risks
Chen, Die
;
Mao, Tiantian
;
Pan, Xiaoqing
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 99-108
Persistent link: https://www.econbiz.de/10009501695
Saved in:
9
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 333-343
Persistent link: https://www.econbiz.de/10009669603
Saved in:
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