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~institution:"Hong Kong Monetary Authority"
~institution:"Springer Fachmedien Wiesbaden"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~subject:"Risk measure"
~subject:"Theory"
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TWO-COMPONENT EXTREME VALUE DI...
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Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan
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Kurz-Kim, Jeong-Ryeol
-
1998
Persistent link: https://www.econbiz.de/10001422900
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2
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
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1998
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2. Ausg
Persistent link: https://www.econbiz.de/10000996150
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3
Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10013440918
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4
Downside-orientiertes Portfoliomanagement
Reichling, Peter
;
Schulze, Gordon
-
2017
Persistent link: https://www.econbiz.de/10011629137
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5
Assessing risk assessment : towards alternative risk measures for complex financial systems
Hoffmann, Christian Hugo
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2017
Persistent link: https://www.econbiz.de/10011736979
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6
Backtesting value at risk and expected shortfall
Roccioletti, Simona
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2016
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1st ed. 2016
Persistent link: https://www.econbiz.de/10011411468
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7
Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian
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2016
Persistent link: https://www.econbiz.de/10011432076
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8
Stresstests für das bankbetriebliche Liquiditätsrisiko : Analyse im Licht von Basel III und der europäischen Bankenunion
Thomas, Christian
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2015
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Aufl. 2015
Persistent link: https://www.econbiz.de/10011305789
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Zur aufsichtsrechtlichen Berücksichtigung des Kreditrisikos : eine Analyse gegenwärtiger und möglicher künftiger Regulierungsvorschriften
Berg, Susen Claire
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2019
Persistent link: https://www.econbiz.de/10011923252
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Stochastische Szenariosimulation in der Unternehmenspraxis : Risikomodellierung, Fallstudien, Umsetzung in R
Romeike, Frank
;
Stallinger, Manfred
-
2021
Persistent link: https://www.econbiz.de/10012497664
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