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
~accessRights:"free"
~accessRights:"restricted"
~person:"Dhaene, Jan"
~person:"Hammoudeh, Shawkat"
~person:"Vanduffel, Steven"
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
TWO-COMPONENT EXTREME VALUE DI...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
54
Risk measure
54
Portfolio selection
32
Portfolio-Management
32
Theorie
28
Theory
28
Risiko
19
Risk
19
Risk management
16
Measurement
15
Messung
15
Risikomanagement
14
Statistical distribution
11
Statistische Verteilung
11
Aktienmarkt
10
Stock market
10
Börsenkurs
9
Share price
9
Volatility
9
Volatilität
9
Capital income
7
Kapitaleinkommen
7
Multivariate Verteilung
7
Multivariate distribution
7
ARCH model
6
ARCH-Modell
6
Credit risk
5
Kreditrisiko
5
Oil price
5
Value-at-Risk
5
value-at-risk
5
Ölpreis
5
BRICS countries
4
BRICS-Staaten
4
Copula
4
Correlation
4
Financial services
4
Finanzdienstleistung
4
Korrelation
4
Spillover effect
4
more ...
less ...
Online availability
All
Free
Undetermined
Type of publication
All
Article
30
Book / Working Paper
29
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Arbeitspapier
13
Working Paper
13
Graue Literatur
10
Non-commercial literature
10
Language
All
English
55
Undetermined
4
Author
All
Dhaene, Jan
Hammoudeh, Shawkat
Vanduffel, Steven
McAleer, Michael
112
Wang, Ruodu
47
Allen, David E.
45
Härdle, Wolfgang
41
Chang, Chia-Lin
38
Stoja, Evarist
26
Pérez Amaral, Teodosio
25
Gerlach, Richard
23
Jiménez-Martín, Juan-Ángel
23
Vries, Casper G. de
23
Kratz, Marie
21
Lucas, André
21
Caporin, Massimiliano
20
Daníelsson, Jón
20
Powell, Robert
20
Righi, Marcelo Brutti
20
Rüschendorf, Ludger
20
Ardia, David
18
Embrechts, Paul
18
Härdle, Wolfgang Karl
18
Paolella, Marc S.
18
Wied, Dominik
18
Bernard, Carole
17
Chlebus, Marcin
17
Mittnik, Stefan
17
Boonen, Tim J.
16
Cai, Jun
16
Dionne, Georges
16
Polanski, Arnold
16
Rosazza Gianin, Emanuela
16
Scharth, Marcel
16
Tiwari, Aviral Kumar
16
Wang, Weining
16
Hoogerheide, Lennart F.
15
Mao, Tiantian
15
Mensi, Walid
15
Schienle, Melanie
15
Tsanakas, Andreas
15
more ...
less ...
Institution
All
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institute of Economic Research, Kyoto University
1
Published in...
All
Insurance / Mathematics & economics
4
Scandinavian actuarial journal
4
AFI
3
Applied economics
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Discussion paper / Tinbergen Institute
2
Econometric Institute research papers
2
Emerging markets review
2
Journal of banking & finance
2
SAFE working paper
2
Documentos de Trabajo del ICAE
1
Econometric Institute Research Papers
1
Economic modelling
1
Energy economics
1
Finance and stochastics
1
Finance research letters
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
KIER Working Papers
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The European journal of finance
1
The North American Journal of Economics and Finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The Quarterly Review of Economics and Finance
1
The journal of asset management
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
The world economy : the leading journal on international economic relations
1
Working paper
1
Working paper series / Ipag Business School : working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
54
RePEc
5
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Janabi, Mazin A. M. al
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Saved in:
2
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
3
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
4
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
5
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
6
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
7
Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
-
2006
Persistent link: https://www.econbiz.de/10003329677
Saved in:
8
Risk measures and comonotonicity : a review
Dhaene, Jan
;
Vanduffel, Steven
;
Tang, Q.
;
Goovaerts, Marc J.
-
2006
Persistent link: https://www.econbiz.de/10003329684
Saved in:
9
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003989642
Saved in:
10
A note on optimal lower bound approximations for risk measures of sums of lognormals
Vanduffel, Steven
;
Chen, X.
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2006
Persistent link: https://www.econbiz.de/10003610847
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
