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~subject:"Multivariate Verteilung"
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Operational risk : A Basel II+...
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Multivariate Verteilung
risk measures
226
Risikomaß
219
Risk measure
218
Risk measures
211
Theorie
179
Theory
178
Risk
163
Risiko
162
Messung
145
Measurement
144
Portfolio selection
124
Portfolio-Management
123
Risk management
122
Risikomanagement
116
Multivariate distribution
77
EVT
53
Statistical distribution
53
Statistische Verteilung
53
Vine copula
42
Stochastic process
37
Stochastischer Prozess
37
Bank risk
34
Bankrisiko
34
ARCH model
33
ARCH-Modell
33
vine copula
33
Capital income
30
Kapitaleinkommen
30
Financial services
29
Finanzdienstleistung
29
GARCH
29
Mathematical programming
29
Mathematische Optimierung
29
VaR
29
Operational risk
28
Basel Accord
27
Risikomodell
27
Risk model
27
Volatility
27
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Article
71
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6
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Non-commercial literature
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English
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Karmakar, Madhusudan
3
Reboredo, Juan Carlos
3
Sahamkhadam, Maziar
3
Stephan, Andreas
3
Tiwari, Aviral Kumar
3
Bedoui, Rihab
2
Bee, Marco
2
BenSaïda, Ahmed
2
Czado, Claudia
2
El Qalli, Yassine
2
Eling, Martin
2
Ghorbel, Ahmed
2
Guesmi, Khaled
2
Hambuckers, Julien
2
Huang, Chin-wen
2
Jiang, Cuixia
2
Jung, Kwangmin
2
Liu, Yezheng
2
Lööf, Hans
2
Mangold, Benedikt
2
Mejdoub, Hanène
2
Nguyen, Duc Khuong
2
Paraschiv, Florentina
2
Paul, Samit
2
Said, Khalil
2
Ugolini, Andrea
2
Xu, Qifa
2
Ahn, Jae Youn
1
Alcock, Jamie
1
Andrieş, Alin Marius
1
Arrieta-Prieto, Mario
1
Benkraiem, Ramzi
1
Bhanu, Aniket
1
Bhatti, Muhammad Ishaq
1
Boako, Gideon
1
Boubaker, Sabri
1
Brailsford, Timothy J.
1
Brayek, Angham Ben
1
Brazauskas, Vytaras
1
Brechmann, Eike
1
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Insurance / Mathematics & economics
5
Risks : open access journal
5
The North American journal of economics and finance : a journal of financial economics studies
4
Energy economics
3
International review of economics & finance : IREF
3
Applied economics
2
Economic modelling
2
FAU discussion papers in economics
2
Finance research letters
2
International Journal of Financial Studies : open access journal
2
Journal of banking & finance
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
American journal of finance and accounting
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied economics letters
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CESIS electronic working paper series
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Cogent business & management
1
Computational management science
1
DEM working papers
1
Econometric reviews
1
Econometrics : open access journal
1
Economic and political studies : EPS
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of entrepreneurship and small business : IJESB
1
International journal of forecasting
1
International journal of risk assessment and management : IJRAM
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of forest economics : JFE
1
Journal of multinational financial management
1
Quantitative finance
1
Quantitative finance and economics
1
Research in international business and finance
1
Review of financial economics : RFE
1
Review of quantitative finance and accounting
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1
Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
International journal of risk assessment and management …
17
(
2013
)
2
,
pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
Saved in:
2
Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets : an Empirical Study in China and the U.S.
Wang, Peiwan
;
Zong, Lu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012665486
Saved in:
3
Hedge funds portfolio optimisation using a vine copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Noiali, Sameh
;
Hamdi, Haykel
- In:
International journal of entrepreneurship and small …
39
(
2020
)
1/2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10012176750
Saved in:
4
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
5
Effectiveness of copula-extreme value theory in estimating value-at-risk : empirical evidence from Asian emerging markets
Hsu, Chun-pin
;
Huang, Chin-wen
;
Chiou, Wan-jiun Paul
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 447-468
Persistent link: https://www.econbiz.de/10009690403
Saved in:
6
Influence of external factors on the Taiwan Stock Exchange
Huang, Chin-wen
- In:
The international journal of business and finance …
8
(
2014
)
4
,
pp. 109-120
Persistent link: https://www.econbiz.de/10010361313
Saved in:
7
Co-movement, dependence structure and ethical investment funds under GFC
Luo, Hang
;
Bhatti, Muhammad Ishaq
- In:
Theoretical economics letters
9
(
2019
)
6
,
pp. 1852-1872
Persistent link: https://www.econbiz.de/10012239703
Saved in:
8
Measuring quantile risk hedging effectiveness : a GO-GARCH-
EVT
-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
9
Portfolio optimization from a Copulas-GJR-GARCH-
EVT
-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Saved in:
10
Downside risk and portfolio optimization of energy stocks : a study on the extreme value theory and the vine copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
The energy journal
44
(
2023
)
2
,
pp. 139-179
Persistent link: https://www.econbiz.de/10014249083
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