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Bias of a Value-at-Risk Estima...
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Risikomaß
53
Risk measure
53
Bias
32
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32
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25
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Blazsek, Szabolcs
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Applied economics
Insurance / Mathematics & economics
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Journal of banking & finance
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Finance research letters
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European journal of operational research : EJOR
132
Discussion paper series / IZA
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NBER working paper series
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Journal of risk
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Economics letters
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ECONIS (ZBW)
86
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1
Decomposing the
bias
in time-series estimates of CAPM betas
Malloch, H.
;
Philip, R.
;
Satchell, Stephen
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
Saved in:
2
Biases in technical efficiency scores caused by intra-input aggregation : mathematical analysis and a DEA application using simulated data
Barnum, Darold T.
;
Gleason, John M.
- In:
Applied economics
38
(
2006
)
14
,
pp. 1593-1603
Persistent link: https://www.econbiz.de/10003359747
Saved in:
3
Female income and the divorce decision : evidence from micro data
Kesselring, Randall G.
;
Bremmer, Dale S.
- In:
Applied economics
38
(
2006
)
14
,
pp. 1605-1616
Persistent link: https://www.econbiz.de/10003359751
Saved in:
4
Rent sharing before and after the wage bill
Martins, Pedro S.
- In:
Applied economics
41
(
2009
)
16/18
,
pp. 2133-2151
Persistent link: https://www.econbiz.de/10003883059
Saved in:
5
Immigrant-trade links, transplanted home
bias
and network effects
White, Roger
- In:
Applied economics
39
(
2007
)
7/9
,
pp. 839-852
Persistent link: https://www.econbiz.de/10003484113
Saved in:
6
Inflation
bias
after the euro : evidence from the UK and Italy
Marini, Giancarlo
;
Piergallini, Alessandro
; …
- In:
Applied economics
39
(
2007
)
4/6
,
pp. 461-470
Persistent link: https://www.econbiz.de/10003461750
Saved in:
7
Asymmetries in the conditional relation of government expenditure and economic growth
Kolluri, Bharat R.
;
Wahab, Mamoud S.
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2303-2322
Persistent link: https://www.econbiz.de/10003590337
Saved in:
8
Malmquist productivity index decompositions : a unifying framework
Zofío, José L.
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2371-2387
Persistent link: https://www.econbiz.de/10003590355
Saved in:
9
A note on currecting biases in dynamic panel models
Chowdhury, Gopa
- In:
Applied economics
19
(
1987
)
1
,
pp. 31-37
Persistent link: https://www.econbiz.de/10003514696
Saved in:
10
Subjective performance appraisal and inequality aversion
Grund, Christian
;
Przemeck, Judith
- In:
Applied economics
44
(
2012
)
16/18
,
pp. 2149-2155
Persistent link: https://www.econbiz.de/10009572783
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