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~isPartOf:"Applied economics letters"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Journal of forecasting"
~subject:"Multivariate distribution"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
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TWO-COMPONENT EXTREME VALUE DI...
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Multivariate distribution
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Theory
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40
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Applied economics letters
Astin bulletin : the journal of the International Actuarial Association
Journal of forecasting
Insurance / Mathematics & economics
85
Journal of banking & finance
51
Finance research letters
40
Risks : open access journal
34
Economic modelling
31
Energy economics
29
International review of financial analysis
29
Discussion paper / Tinbergen Institute
27
International journal of forecasting
27
Journal of risk
26
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
Journal of risk and financial management : JRFM
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The journal of operational risk
21
Journal of econometrics
20
SFB 649 discussion paper
20
European journal of operational research : EJOR
19
Quantitative finance
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Journal of empirical finance
17
Pacific-Basin finance journal
17
International review of economics & finance : IREF
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Computational economics
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Journal of financial econometrics
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The journal of risk model validation
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
The European journal of finance
14
Research in international business and finance
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Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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Working papers
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Journal of financial stability
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Swiss Finance Institute Research Paper
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International journal of theoretical and applied finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk management in financial institutions
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Modelling insurance losses using contaminated generalised beta Type-II distribution
Chan, J. S. K.
;
Choy, S. T. B.
;
Makov, U. E.
;
Landsman, Z.
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 871-904
Persistent link: https://www.econbiz.de/10011875920
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2
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
3
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
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4
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
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5
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
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6
Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
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7
On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
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8
Exponentially smoothing the skewed laplace distribution for value-at-risk forecasting
Gerlach, Richard
;
Lu, Zu-di
;
Huang, Hai
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 534-550
Persistent link: https://www.econbiz.de/10009789677
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9
On some properties of two vector-valued VAR and CTE multivariate risk measures for Archimedean copulas
Hürlimann, Werner
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 613-633
Persistent link: https://www.econbiz.de/10010407943
Saved in:
10
On some properties of a class of multivariate Erlang mixtures with insurance applications
Willmot, Gordon E.
;
Woo, Jae-Kyung
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010506425
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