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~accessRights:"free"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~subject:"Basler Akkord"
~subject:"Risk measure"
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Basler Akkord
Risk measure
Risikomanagement
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Risks : open access journal
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ECONIS (ZBW)
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
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Sonderforschungsbereich Statistical Modelling of …
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2019
Persistent link: https://www.econbiz.de/10012035248
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A new set of improved value-at-risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
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2013
Persistent link: https://www.econbiz.de/10009793506
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Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
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Sonderforschungsbereich Statistical Modelling of …
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2018
Persistent link: https://www.econbiz.de/10011921089
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