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Bayesian Tail Risk Forecasting...
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GARCH
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bi-power variation
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financial derivatives
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hedging
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insurance
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jumps
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Mittnik, Stefan
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Diebold, Francis X.
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Paolella, Marc S.
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Haas, Markus
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Andersen, Torben G.
4
Bollerslev, Tim
4
Hautsch, Nikolaus
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Hartz, Christoph
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Schienle, Melanie
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Campbell, Sean D.
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Colarossi, Silvio
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Corsi, Fulvio
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Kretschmer, Uta
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Malec, Peter
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Mizrach, Bruce
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Vega, Clara
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Betz, Frank
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Bodnar, Gordon M.
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Claessen, Holger
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Doganoglu, Toker
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Gebhardt, Günther
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Groß-Klußmann, Axel
1
Koeppl, Thorsten V.
1
Kräussl, Roman
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Monnet, Cyril
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Peltonen, Tuomas A.
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Strasser, Georg H.
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Center for Financial Studies
International Monetary Fund (IMF)
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International Monetary Fund
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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International Association for the Study of Insurance Economics
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OECD
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World Bank
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HAL
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World Bank Group
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Basel Committee on Banking Supervision
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EconWPA
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School of Economics and Management, University of Aarhus
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Institut für Schweizerisches Bankwesen <Zürich>
46
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
42
Tinbergen Instituut
37
Internationaler Währungsfonds
33
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
30
C.E.P.R. Discussion Papers
29
European Association of Agricultural Economists - EAAE
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Université Paris-Dauphine (Paris IX)
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Inter-American Development Bank
28
Agricultural and Applied Economics Association - AAEA
27
Erich-Schmidt-Verlag <Berlin>
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Society for Computational Economics - SCE
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Federal Reserve Bank of Chicago
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Tinbergen Institute
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Erasmus University Rotterdam, Econometric Institute
21
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Department of Economics, Oxford University
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London School of Economics (LSE)
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CESifo
19
European Central Bank
19
Verlag Dr. Kovač
19
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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CFS Working Paper Series
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