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~accessRights:"free"
~person:"Girard, Stéphane"
~subject:"Basler Akkord"
~subject:"Risk measure"
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Basler Akkord
Risk measure
Ausreißer
4
Extrapolation
4
Heavy tails
4
Outliers
4
Portfolio selection
4
Portfolio-Management
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Statistical distribution
4
Statistische Verteilung
4
Risiko
3
Risk
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Asymmetric least squares
2
Coherent risk measures
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Estimation theory
2
Expected shortfall
2
Expectile
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Expectiles
2
Extreme values
2
Extremes
2
Measurement
2
Messung
2
Schätztheorie
2
Tail index
2
Theorie
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Theory
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Asymmetric squared loss
1
Asymptotic normality
1
Capital income
1
Coherency
1
Dependent observations
1
Forecasting model
1
Kapitaleinkommen
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Lp optimization
1
Marginal expected shortfall
1
Mixing
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Girard, Stéphane
McAleer, Michael
16
Stoja, Evarist
15
Polanski, Arnold
9
Pelizzon, Loriana
8
Ratnovski, Lev
8
Kratz, Marie
7
Allen, David E.
6
Daníelsson, Jón
6
Perotti, Enrico C.
6
Vlahu, Razvan
6
Billio, Monica
5
Cannata, Francesco
5
Caporin, Massimiliano
5
Chlebus, Marcin
5
Frattarolo, Lorenzo
5
Giudici, Paolo
5
Härdle, Wolfgang
5
Malhotra, Yogesh
5
Ongena, Steven
5
Peters, Gareth
5
Pérez Amaral, Teodosio
5
Roesch, Daniel
5
Vries, Casper G. de
5
Wang, Ruodu
5
Ahelegbey, Daniel Felix
4
Casellina, Simone
4
Cont, Rama
4
Dacorogna, Michel M.
4
Daouia, Abdelaati
4
Embrechts, Paul
4
Fortin, Ines
4
Iannino, Maria Chiara
4
Liu, Haiyan
4
Mao, Tiantian
4
Migueis, Marco
4
Mojtahedi, Fatemeh
4
Nguyen, Linh
4
Peri, Ilaria
4
Prokopczuk, Marcel
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ECONIS (ZBW)
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Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
2
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
3
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
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