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~subject:"Estimation theory"
~subject:"Risk"
~subject:"Theorie"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz im Buch"
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Estimation theory
Risk
Theorie
Risikomaß
404
Risk measure
404
Theory
198
Portfolio selection
119
Portfolio-Management
119
Risikomanagement
108
Risk management
108
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65
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55
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55
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54
Messung
54
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44
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44
Basel Accord
36
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36
Estimation
36
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36
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26
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26
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25
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24
Capital income
20
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20
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19
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17
Forecasting model
17
Outliers
17
Prognoseverfahren
17
Schätztheorie
17
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16
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229
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Amtsdruckschrift
Aufsatz im Buch
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2,901
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2,901
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657
Non-commercial literature
657
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647
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601
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229
Hochschulschrift
155
Thesis
124
Collection of articles written by one author
25
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25
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15
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51
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Locarek-Junge, Hermann
7
Huschens, Stefan
5
Straßberger, Mario
5
Dowd, Kevin
4
Stahl, Gerhard
4
Eufinger, Christian
3
Hommel, Ulrich
3
Härdle, Wolfgang
3
Prinzler, Ralf
3
Richter, Björn
3
Albrecht, Peter
2
Broll, Udo
2
Bühler, Wolfgang
2
Chen, Shi
2
Chiou, Wan-jiun Paul
2
Christoffersen, Peter F.
2
El Karoui, Nicole
2
Entrop, Oliver
2
Gouriéroux, Christian
2
Greguš, Michal
2
Johanning, Lutz
2
Klüppelberg, Claudia
2
Knobloch, Alois Paul
2
Lee, Jinwook
2
Noyan, Nilay
2
Ogryczak, Włodzimierz
2
Overbeck, Ludger
2
Pfingsten, Andreas
2
Righi, Marcelo Brutti
2
Scherer, Bernd
2
Schinasi, Garry J.
2
Smith, Richard Todd
2
Tasche, Dirk
2
Theiler, Ursula
2
Tian, Weizhong
2
Varsanyi, Zoltan
2
Völker, Jörg
2
Wagner, Peter
2
Wahl, Jack E.
2
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2
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The VaR implementation handbook
13
Applied quantitative finance
7
Quantitative fund management
4
Application of operations research to financial markets
3
Econometrics of risk
3
Financial econometrics and empirical market microstructure
3
Handbook of heavy tailed distributions in finance
3
Handbuch ökonomisches Kapitel
3
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
3
Marktrisikoregulierung im Umbruch
3
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
3
Risk management : a modern perspective
3
Risk management : challenge and opportunity : with 37 figures and 46 tables
3
Risk management : challenge and opportunity ; with 125 tables
3
Risk management approaches in engineering applications
3
Valuation, financial modeling, and quantitative tools
3
Advanced mathematical methods for finance
2
Advances of OR in commodities and financial modeling
2
Commercial banking risk management : regulation in the wake of the financial crisis
2
Computational methods in financial engineering : essays in honour of Manfred Gilli
2
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
2
Decision making and risk/return optimization in financial economics
2
Econometric measures of financial risk in high dimensions
2
Essays on financial intermediation
2
Handbook of financial time series
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
2
Modern concepts of the theory of the firm : managing enterprises of the New Economy ; with 82 tables
2
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
2
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
2
New trends in banking management : with 42 tables
2
Optimizing optimization : the next generation of optimization applications and theory
2
Risikomanagement
2
Risk manangement post financial crisis : a period of monetary easing
2
Risk topography : systemic risk and macro modeling
2
Stochastic optimization: theory and applications
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
e-Finance : innovative Problemlösungen für Informationssysteme in der Finanzwirtschaft ; mit 26 Tabellen
2
Advances in risk management
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
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ECONIS (ZBW)
231
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71
Challenges in the application of extreme value theory in emerging markets : a case study of Pakistan
Uppal, Jamshed Y.
;
Mudakkar, Syeda Rabab
- In:
Risk manangement post financial crisis : a period of …
,
(pp. 417-437)
.
2014
Persistent link: https://www.econbiz.de/10010430620
Saved in:
72
Nonparametric expectile regression for conditional autoregressive expected shortfall estimation
Righi, Marcelo Brutti
;
Yang, Yi
;
Ceretta, Paulo Sergio
- In:
Risk manangement post financial crisis : a period of …
,
(pp. 83-95)
.
2014
Persistent link: https://www.econbiz.de/10010430687
Saved in:
73
Liquidity mismatch measurement
Brunnermeier, Markus Konrad
;
Gorton, Gary
; …
- In:
Risk topography : systemic risk and macro modeling
,
(pp. 99-112)
.
2014
Persistent link: https://www.econbiz.de/10010408515
Saved in:
74
Measuring margin
McDonald, Robert L.
- In:
Risk topography : systemic risk and macro modeling
,
(pp. 65-82)
.
2014
Persistent link: https://www.econbiz.de/10010408517
Saved in:
75
Portfolio
value-at-risk
estimation in energy futures markets with time-varying copula-GARCH model
Lu, Xun Fa
;
Lai, Kin Keung
;
Liang, Liang
- In:
Methods and applications in natural resources management
,
(pp. 333-357)
.
2014
Persistent link: https://www.econbiz.de/10010391496
Saved in:
76
The evaluation of financial risk and portfolio selection
Hacıoğlu, Ümit
;
Dinçer, Hasan
;
Çelik, Ismail Erkan
- In:
Managerial issues in finance and banking : a strategic …
,
(pp. 111-120)
.
2014
Persistent link: https://www.econbiz.de/10010208420
Saved in:
77
Modelling European exchange rates and VAR with copula approach
Bohdalová, Maria
;
Greguš, Michal
-
2014
Persistent link: https://www.econbiz.de/10011941378
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78
Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty : evidence from oil-importing and oil-exporting countries
Khalfaoui, Rabeh
;
Solarin Sakiru Adebola
;
Al-Qadasi, …
- In:
Financial modeling and risk management of energy and …
,
(pp. 105-143)
.
2022
Persistent link: https://www.econbiz.de/10013349930
Saved in:
79
Estimation of dynamic VaR
Rao, S. V. D. Nageswara
;
Sree Vinutha V.
- In:
International finance for infrastructure development
,
(pp. 168-191)
.
2013
Persistent link: https://www.econbiz.de/10009724512
Saved in:
80
Risk measures and asset pricing models with new versions of Wang transform
Li, Baokun
;
Wang, Tonghui
;
Tian, Weizhong
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 155-167)
.
2013
Persistent link: https://www.econbiz.de/10009711156
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