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~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
HAL
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National Bureau of Economic Research
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International Monetary Fund (IMF)
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Springer Fachmedien Wiesbaden
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Institut für Schweizerisches Bankwesen <Zürich>
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Basel Committee on Banking Supervision
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Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer-Verlag GmbH
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University of Canterbury / Dept. of Economics and Finance
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Friedrich-Schiller-Universität Jena
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International Monetary Fund
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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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 …
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2019
Persistent link: https://www.econbiz.de/10012035248
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Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
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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