//--> //--> //--> //-->
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:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"The journal of operational risk"
~isPartOf:"The journal of risk model validation"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
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
TWO-COMPONENT EXTREME VALUE DI...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Systemrisiko
Risikomaß
188
Risk measure
188
Theorie
76
Theory
76
Risikomanagement
61
Risk management
61
Forecasting model
53
Prognoseverfahren
53
Statistische Verteilung
48
Portfolio selection
43
Portfolio-Management
43
ARCH model
39
ARCH-Modell
39
Operational risk
38
Operationelles Risiko
38
Measurement
28
Messung
28
Risiko
28
Risk
28
Volatility
26
Volatilität
26
Basel Accord
25
Basler Akkord
25
Estimation
24
Schätzung
24
Bank risk
23
Bankrisiko
23
value-at-risk (VaR)
23
Estimation theory
21
Schätztheorie
21
Ausreißer
18
Outliers
18
value-at-risk
18
Credit risk
16
Kreditrisiko
16
Loss
16
Verlust
16
Financial services
14
Finanzdienstleistung
14
more ...
less ...
Online availability
All
Undetermined
31
Free
3
Type of publication
All
Article
58
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Language
All
English
58
Author
All
Mitic, Peter
4
Strobel, Frank
3
Bloxham, Nicholas
2
Gerlach, Richard
2
Guégan, Dominique
2
Hassani, Bertrand K.
2
Panman, Kevin
2
Wang, Chao
2
Arunachalam, Viswanathan
1
Bee, Marco
1
Belkacem, Lotfi
1
Benito, Sonia
1
Biljon, L. van
1
Brown, Maurice L.
1
Cai, Chunlin
1
Calderín-Ojeda, Enrique
1
Caporin, Massimiliano
1
Carrillo Menéndez, Santiago
1
Chan, Stephen
1
Chen, Huiqiong
1
Chen, Shan
1
Cheng, Yihan
1
Choe, Geon Ho
1
Choi, Pilsun
1
Choi, So Eun
1
Choudhry, Taufiq
1
Cooper, James
1
Cui, Kaijie
1
Danesi, Ivan Luciano
1
De Wet, Tertius
1
Dempsey, Michael
1
Dendramis, Yiannis
1
Du, Zunwei
1
El Ghourabi, Mohamed
1
Fatnassi, Ibrahim
1
Fei, Glenn
1
Figini, Silvia
1
Fischer, Matthias
1
Gammoudi, Imed
1
Gao, Lijun
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of forecasting
The journal of operational risk
The journal of risk model validation
Insurance / Mathematics & economics
78
Journal of banking & finance
45
Finance research letters
36
Risks : open access journal
30
Discussion paper / Tinbergen Institute
26
International journal of forecasting
25
Economic modelling
24
International review of financial analysis
24
Journal of risk
21
Journal of econometrics
20
Applied economics
17
Energy economics
16
SFB 649 discussion paper
16
The North American journal of economics and finance : a journal of financial economics studies
16
European journal of operational research : EJOR
15
Journal of empirical finance
15
Quantitative finance
15
Journal of financial econometrics
14
International review of economics & finance : IREF
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of risk and financial management : JRFM
13
Pacific-Basin finance journal
13
The European journal of finance
13
Research in international business and finance
12
Working papers
12
Computational economics
11
Scandinavian actuarial journal
11
Journal of financial stability
10
Journal of international financial markets, institutions & money
10
Swiss Finance Institute Research Paper
10
Astin bulletin : the journal of the International Actuarial Association
9
Journal of risk management in financial institutions
9
Research paper series / Swiss Finance Institute
9
International journal of theoretical and applied finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian operational risk models
Figini, Silvia
;
Gao, Lijun
;
Giudici, Paolo
- In:
The journal of operational risk
10
(
2015
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011298859
Saved in:
2
Approximations of value-at-risk as an extreme quantile of a random sum of heavy-tailed random variables
Hannah, Lincoln
;
Puza, Borek
- In:
The journal of operational risk
10
(
2015
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011298869
Saved in:
3
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
4
Value-at-risk time scaling : a Monte Carlo approach
Malataliana, Moepa
;
Rigotard, Michael
- In:
The journal of risk model validation
10
(
2016
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10011485151
Saved in:
5
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco
;
Hambuckers, Julien
- In:
The journal of operational risk
17
(
2022
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10014546257
Saved in:
6
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:
7
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
Saved in:
8
A modified Panjer algorithm for operational risk capital calculations
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
The journal of operational risk
4
(
2009/10
)
4
,
pp. 53-72
Persistent link: https://www.econbiz.de/10003930046
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->