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Bayesian Tail Risk Forecasting...
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1
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
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2
Basel II versus III: a comparative assessment of minimum capital requirements for internal model approaches
Kinateder, Harald
- In:
Journal of risk
18
(
2015/2016
)
3
,
pp. 25-45
Persistent link: https://www.econbiz.de/10011439046
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3
Diversifying systemic risk in agriculture
Feng, Xiaoguang
;
Hayes, Dermot James
- In:
Agricultural finance review
76
(
2016
)
4
,
pp. 512-531
Persistent link: https://www.econbiz.de/10011699128
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Systemic risk analysis and SIFI detection: Mechanisms and measurement
Riccetti, Luca
- In:
Journal of risk management in financial institutions
15
(
2021/2022
)
3
,
pp. 245-259
Persistent link: https://www.econbiz.de/10013391976
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5
Performance of monthly multivariate filtered historical simulation value-at-risk
Chrétien, Stéphane
;
Coggins, Frank
;
Trudel, Yves
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
3
,
pp. 259-277
Persistent link: https://www.econbiz.de/10003991500
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A simple method for time scaling value-at-risk : let the data speak for themselves
Hamidieh, Kamal
;
Ensor, Katherine Bennett
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
4
,
pp. 380-391
Persistent link: https://www.econbiz.de/10008736818
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7
Credit Bu VaR : asymmetric spread VaR with default
Wong, Max
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
1
,
pp. 86-95
Persistent link: https://www.econbiz.de/10009503106
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8
Modelling sovereign default risk : comparing models and capturing the impact of the business cycle
N'Sougan, Yao Djifa
;
Soumaré, Issouf
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10009722602
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Distortion risk measures for hedge funds
Geman, Hélyette
;
Kharoubi-Rakotomalala, Cécile
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
3
,
pp. 286-300
Persistent link: https://www.econbiz.de/10009271179
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10
Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
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