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~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~institution:"Springer Fachmedien Wiesbaden"
~subject:"ARCH-Prozess"
~subject:"Bankenliquidität"
~subject:"Estimation"
~subject:"Finanzwissenschaft"
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TWO-COMPONENT EXTREME VALUE DI...
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Springer Fachmedien Wiesbaden
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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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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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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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Using the extremal index for value-at-risk backtesting
Bücher, Axel
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Posch, Peter N.
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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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