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Estimation theory
Risikomaß
7,632
Risk measure
7,549
Theorie
3,633
Theory
3,607
Portfolio-Management
2,751
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2,738
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2,226
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2,124
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2,122
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1,134
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1,125
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1,103
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1,096
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1,029
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1,024
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964
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950
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920
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913
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778
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775
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628
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568
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563
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503
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498
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497
Ausreißer
496
Schätztheorie
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469
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Multivariate Verteilung
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Welt
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Ardia, David
9
Francq, Christian
8
Zakoïan, Jean-Michel
8
Daouia, Abdelaati
6
Huschens, Stefan
6
Stupfler, Gilles
6
Cai, Zongwu
5
Gouriéroux, Christian
5
Hoogerheide, Lennart
5
Lönnbark, Carl
5
Pei, Pei
5
Escanciano, Juan Carlos
4
Hoga, Yannick
4
Hoogerheide, Lennart F.
4
Hou, Yanxi
4
Härdle, Wolfgang
4
Höse, Steffi
4
Kondor, Imre
4
Kratz, Marie
4
Lucas, André
4
Manganelli, Simone
4
Peng, Liang
4
Taylor, James W.
4
Wang, Weining
4
Angelidis, Timotheos
3
Bluteau, Keven
3
Bormann, Carsten
3
Borowska, Agnieszka
3
Bräutigam, Marcel
3
Caccioli, Fabio
3
Ceretta, Paulo Sergio
3
Chlebus, Marcin
3
De Luca, Giovanni
3
Dijk, Herman K. van
3
El Ghourabi, Mohamed
3
Gammoudi, Imed
3
Giacomini, Enzo
3
Gibson, Michael S.
3
Girard, Stéphane
3
Guillou, Armelle
3
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
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Insurance / Mathematics & economics
24
Journal of risk
21
Journal of econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The journal of risk model validation
11
Finance research letters
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of banking & finance
8
Discussion paper / Tinbergen Institute
7
Journal of financial econometrics
7
Computational economics
6
European journal of operational research : EJOR
6
Risks : open access journal
6
SFB 649 discussion paper
6
International journal of forecasting
5
International journal of theoretical and applied finance
5
Quantitative finance
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of operational risk
5
Working papers series in theoretical and applied economics
5
Dresdner Beiträge zu quantitativen Verfahren
4
Finance and economics discussion series
4
Insurance : mathematics and economics
4
International journal of monetary economics and finance
4
Journal of forecasting
4
Journal of mathematical finance
4
Journal of risk and financial management : JRFM
4
Working papers / TSE : WP
4
Econometrics : open access journal
3
Journal of empirical finance
3
Operations research
3
Scandinavian actuarial journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
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3
Applied economics
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CAEPR working papers
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Econometric reviews
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ECONIS (ZBW)
491
Showing
1
-
10
of
491
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date (oldest first)
1
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
2
Pro-cyclicality beyond business cycle
Bräutigam, Marcel
;
Dacorogna, Michel M.
;
Kratz, Marie
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 308-341
Persistent link: https://www.econbiz.de/10014278671
Saved in:
3
Computation and asymptotic properties of estimated coherent risk measures
Miller, D. J.
;
Kim, M.
- In:
Computational finance and its applications III : …
,
(pp. 175-184)
.
2008
Persistent link: https://www.econbiz.de/10003713310
Saved in:
4
Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
5
Estimation of VaR using copula and extreme value theory
Hotta, L. K.
;
Lucas, E. C.
;
Palaro, H. P.
- In:
Multinational finance journal : MF ; quarterly …
12
(
2008
)
3/4
,
pp. 205-218
Persistent link: https://www.econbiz.de/10003744261
Saved in:
6
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
7
Empirical likelihood for value-at-risk and expected shortfall
Baysal, Rafet Evren
;
Staum, Jeremy
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10003775644
Saved in:
8
Alternative approaches to estimating VAR for hedge fund portfolios
Bali, Turan G.
;
Gokcan, Suleyman
- In:
Intelligent hedge fund investing
,
(pp. 253-277)
.
2004
Persistent link: https://www.econbiz.de/10003286901
Saved in:
9
Moment based approaches to value the risk of contingent claim portfolios
Iaquinta, Gaetano
;
Lamantia, Fabio
;
Massabò, Ivar
; …
-
2009
Persistent link: https://www.econbiz.de/10003811678
Saved in:
10
Semiparametric estimation of dynamic conditional expected shortfall models
Escanciano, Juan Carlos
;
Mayoral, Silvia
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 106-120
Persistent link: https://www.econbiz.de/10003822450
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