//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of risk"
~person:"Martin, R. Douglas"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
2
Risikomaß
2
Risk measure
2
Schätztheorie
2
standard error
2
Basel Accord
1
Basel III
1
Basler Akkord
1
Forecasting model
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
coherence
1
delta method
1
efficiency
1
expected shortfall (ES)
1
influence functions
1
maximum likelihood estimator (MLE)
1
modified expected shortfall (mES)
1
modified value-at-risk (mVaR)
1
risk estimator
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Martin, R. Douglas
Mußhoff, Oliver
6
Turvey, Calum Greig
5
Berger, Theo
3
Goodwin, Barry K.
3
Hayes, Dermot James
3
Lence, Sergio H.
3
Mishra, Ashok K.
3
Odening, Martin
3
Paulson, Nicholas D.
3
Schnitkey, Gary D.
3
Uryasev, Stan
3
Ardia, David
2
Auer, Benjamin R.
2
Barnett, Barry J.
2
Berg, Ernst
2
Boudt, Kris
2
Coleman, Thomas F.
2
Constantinou, Nick
2
Featherstone, Allen M.
2
Finger, Robert
2
Guillén, Montserrat
2
Hartarska, Valentina
2
Heimfarth, Leif Erec
2
Jarrow, Robert A.
2
Katchova, Ani L.
2
Lampenius, Niklas
2
Larsen, Ryan
2
Lauwers, Ludwig H.
2
Li, Yuying
2
Marumo, Kohei
2
Mason, Chuck
2
Mey, Yann de
2
Poddig, Thorsten
2
Richards, Timothy J.
2
Righi, Marcelo Brutti
2
Santolino, Miguel
2
Severini, Simone
2
Sherrick, Bruce J.
2
Skees, Jerry R.
2
more ...
less ...
Published in...
All
Agricultural finance review
Journal of risk
Risk assessment : decisions in banking and finance
1
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric versus parametric expected shortfall
Martin, R. Douglas
;
Zhang, Shengyu
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012117478
Saved in:
2
Inefficiency and bias of modified value-at-risk and expected shortfall
Martin, R. Douglas
;
Arora, Rohit
- In:
Journal of risk
19
(
2017
)
6
,
pp. 59-84
Persistent link: https://www.econbiz.de/10011799157
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->