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:"Statistische Verteilung"
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
Statistische Verteilung
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risk management
2
Statistical distribution
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
Schätztheorie
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
2
Type of publication (narrower categories)
All
Aufsatz im Buch
2
Book section
2
Language
All
English
2
Author
All
Fabozzi, Frank J.
2
Račev, Svetlozar T.
2
Bianchi, Michele Leonardo
1
Höchstötter, Markus
1
Kim, Young Shin
1
Kring, Sebastian
1
Published in...
All
International Journal of Theoretical and Applied Finance (IJTAF)
Risk assessment : decisions in banking and finance
Working paper series in economics
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Handbook of heavy tailed distributions in finance
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Mathematical methods of operations research
2
Annals of finance
1
Annals of operations research
1
Applied financial economics
1
Computational economics
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Discussion Paper Series 1
1
Discussion paper / Deutsche Bundesbank
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbooks in finance : book ...
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of economics & business
1
Journal of empirical finance
1
KIT Working Paper Series in Economics
1
Operational risk modelling and analysis : theory and practice
1
Operations research models in banking management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Quantitative fund management
1
Review of quantitative finance and accounting
1
SFB 649 discussion paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
The Frank J. Fabozzi series
1
The econometrics journal
1
The economic record : er
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
Saved in:
2
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...
