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~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~language:"eng"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Risikomaß
Statistische Verteilung
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risikomanagement
2
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Aktienindex
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Estimation
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Estimation theory
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Extremal Index
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VaR Backtesting
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asymptotic exponential distribution
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expected shortfall
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financial network
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high-dimensional asymptotics
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optimal portfolio
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parameter uncertainty
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Bodnar, Taras
1
Bücher, Axel
1
Dette, Holger
1
Klüppelberg, Claudia
1
Parolya, Nestor
1
Posch, Peter N.
1
Schmidtke, Philipp
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Seifert, Miriam
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Thorsén, Erik
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
National Bureau of Economic Research
7
Basel Committee on Banking Supervision
3
Friedrich-Schiller-Universität Jena
3
Institut für Schweizerisches Bankwesen <Zürich>
3
Springer-Verlag GmbH
3
University of Canterbury / Dept. of Economics and Finance
2
Universität Mannheim
2
Books on Demand GmbH <Norderstedt>
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Columbia University / Graduate School of Business
1
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
1
Edward Elgar Publishing
1
Eidgenössische Technische Hochschule Zürich
1
Europäische Zentralbank / Group on TARGET2 Stress Testing
1
Federal Reserve Bank of St. Louis
1
International Center for Financial Asset Management and Engineering
1
International Risk Management Conference <5, 2012, Rom>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Palgrave Macmillan <Firma>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Technische Universität Chemnitz
1
Trinity College Dublin / Department of Economics
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
University of York / Department of Economics and Related Studies
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Walter de Gruyter GmbH & Co. KG
1
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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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
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
Saved in:
2
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
Saved in:
3
Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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