//--> //--> //-->
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
~subject:"ARCH-Modell"
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: person:"Rossignolo, Adrian F."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH-Modell
Basel Accord
4
Basler Akkord
4
Risikomaß
4
Risk measure
4
Basel III
3
Financial crisis
3
Finanzkrise
3
Aktienmarkt
2
Capital Requirements
2
EVT
2
Emerging and Frontier markets
2
Emerging economies
2
Extreme Value Theory
2
Extreme value theory
2
Internal models approach
2
PIGS
2
Risikomanagement
2
Risk management
2
Schwellenländer
2
Standardized approach
2
Stock market
2
Stressed VaR
2
Value-at-Risk
2
Value-at-risk
2
extreme value theory
2
ARCH model
1
Ausreißer
1
Basel 35
1
Credit risk
1
GARCH
1
Greece
1
Griechenland
1
IMA
1
Ireland
1
Irland
1
Kreditrisiko
1
Outliers
1
Portugal
1
Regulation
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Fethı, Meryem Duygun
1
Rossignolo, Adrian F.
1
Shaban, Mohamed
1
Published in...
All
International journal of banking, accounting and finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extreme value theory performance in the event of major financial crises
Rossignolo, Adrian F.
;
Fethı, Meryem Duygun
;
Shaban, …
- In:
International journal of banking, accounting and finance
4
(
2012
)
2
,
pp. 94-134
Persistent link: https://www.econbiz.de/10009619305
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->