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Operational risk : A Basel II+...
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Multivariate distribution
risk measures
226
Risikomaß
219
Risk measure
218
Risk measures
211
Theorie
179
Theory
178
Risk
163
Risiko
162
Messung
145
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144
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125
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124
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122
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116
Multivariate Verteilung
77
EVT
53
Statistical distribution
53
Statistische Verteilung
53
Vine copula
42
Stochastic process
37
Stochastischer Prozess
37
Bank risk
34
Bankrisiko
34
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33
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33
vine copula
33
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30
Kapitaleinkommen
30
Financial services
29
Finanzdienstleistung
29
GARCH
29
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29
Mathematische Optimierung
29
VaR
29
Operational risk
28
Basel Accord
27
Risikomodell
27
Risk model
27
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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
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1
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1
Boubaker, Sabri
1
Brailsford, Timothy J.
1
Brayek, Angham Ben
1
Brazauskas, Vytaras
1
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Insurance / Mathematics & economics
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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
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International Journal of Financial Studies : open access journal
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Journal of banking & finance
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The European journal of finance
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1
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Cogent business & management
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DEM working papers
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International journal of entrepreneurship and small business : IJESB
1
International journal of forecasting
1
International journal of risk assessment and management : IJRAM
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International review of financial analysis
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Journal of forest economics : JFE
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Journal of multinational financial management
1
Quantitative finance
1
Quantitative finance and economics
1
Research in international business and finance
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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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