//--> //--> //-->
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:"Scaillet, Olivier"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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:"CVaR (Conditional value at risk)"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Statistical distribution
Risikomaß
7
Risk measure
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Credit risk
5
Kreditrisiko
5
Statistische Verteilung
4
Risikomanagement
3
Risk management
3
Sensitivity analysis
3
Sensitivitätsanalyse
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Theorie
2
Theory
2
Backtesting
1
Börsenkurs
1
Capital income
1
Capital market returns
1
CoVaR
1
Economic Predictability
1
Estimation
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Marginal Expected Shortfall
1
Measurement
1
Messung
1
Prediction of Market Returns
1
Probability theory
1
Risiko
1
Risikoprämie
1
Risk
1
Risk Factor
1
Risk premium
1
Risk-Neutral Probability
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
Hochschulschrift
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
2
Aufsatz in Zeitschrift
2
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
4
Author
All
Scaillet, Olivier
McAleer, Michael
28
Pérez Amaral, Teodosio
12
Jiménez-Martín, Juan-Ángel
11
Härdle, Wolfgang
8
Vries, Casper G. de
8
Allen, David E.
7
Dijk, Herman K. van
7
Hoogerheide, Lennart
7
Lucas, André
7
Paolella, Marc S.
7
Caporin, Massimiliano
6
Daouia, Abdelaati
6
Dionne, Georges
6
Hassani, Samir Saissi
6
Hyung, Namwon
5
Marcellino, Massimiliano
5
Stupfler, Gilles
5
Zhang, Xin
5
Asai, Manabu
4
Carriero, Andrea
4
Chang, Chia-Lin
4
Chlebus, Marcin
4
Clark, Todd E.
4
Daníelsson, Jón
4
Fabozzi, Frank J.
4
Ganics, Gergely
4
Giot, Pierre
4
Girard, Stéphane
4
Maasoumi, Esfandiar
4
Opschoor, Anne
4
Račev, Svetlozar T.
4
Rossi, Barbara
4
Sekhposyan, Tatevik
4
Skriner, Edith
4
Stahl, Gerhard
4
Trojani, Fabio
4
Vilsmeier, Johannes
4
Bi̇rbi̇l, Ş. İlker
3
Bormann, Carsten
3
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
1
Published in...
All
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
FAME research paper series
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
2
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
3
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
4
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->