//--> //--> //-->
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:"International Journal of Theoretical and Applied Finance (IJTAF)"
~isPartOf:"Risk assessment : decisions in banking and finance"
~subject:"Schätztheorie"
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
Estimation of operational valu...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risk management
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
Value-at-Risk
2
Barrier option
1
Bienayme-Galton-Watson branching process
1
Capital income
1
Credit risk
1
Estimation theory
1
Kapitaleinkommen
1
Kreditrisiko
1
Option pricing theory
1
Optionspreistheorie
1
Paretian stable laws
1
Risikoneutralität
1
Risk neutrality
1
Skewness
1
Stochastic dominance
1
almost stochastic orders
1
average value-at-risk
1
backtesting
1
branching process in a random environment
1
dispersion measures
1
expected shortfall
1
extreme value theory
1
fund separation
1
investors' preference
1
multidimensional stable-like distribution
1
multidimensional t-like distribution
1
portfolio selection
1
quasi-semimetrics
1
risk aversion
1
safety risk measures
1
tail dependence
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz im Buch
1
Book section
1
Language
All
English
1
Author
All
Fabozzi, Frank J.
1
Höchstötter, Markus
1
Kring, Sebastian
1
Račev, Svetlozar T.
1
Published in...
All
International Journal of Theoretical and Applied Finance (IJTAF)
Risk assessment : decisions in banking and finance
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
The Frank J. Fabozzi series
2
Academic Press Advanced Finance Series
1
Applied economics
1
Bundesbank Series 2 Discussion Paper
1
Discussion Paper Series 1
1
Discussion paper / Deutsche Bundesbank
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Frank J. Fabozzi Ser
1
Journal of risk and financial management : JRFM
1
KIT Working Paper Series in Economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Statistical papers
1
The Geneva papers on risk and insurance - issues and practice
1
The econometrics journal
1
Valuation, financial modeling, and quantitative tools
1
Working paper series in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian
;
Račev, Svetlozar T.
;
Höchstötter, …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 111-152)
.
2008
Persistent link: https://www.econbiz.de/10003781627
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->