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Unit root tests in the presence of uncertainty about the non-stochastic trend
Ayat, K. Leila; Burridge, Peter - In: Journal of econometrics 95 (2000) 1, pp. 71-96
Persistent link: https://www.econbiz.de/10001432518
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Do natural disasters increase financial risks? : an empirical analysis
Chang, Chun Ping; Zhang, Wan-Li - In: Bulletin of monetary economics and banking 23 (2020), pp. 61-86
Persistent link: https://www.econbiz.de/10012423145
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What macro-innovation risks really are priced in Japan?
Tsuji, Chikashi - In: Applied financial economics 17 (2007) 13/15, pp. 1085-1099
Persistent link: https://www.econbiz.de/10003590479
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Value at risk under dependence and heavy tariledness : models with comon shocks
Ibragimov, Rustam Ju. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003712614
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Tail Conditional Expectation for vector-valued risks
Bentahar, Imen (contributor) - 2006
Persistent link: https://www.econbiz.de/10003324429
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Portfolio credit risk modelling with heavy-tailed risk factors
Kostadinov, Krassimir Kolev (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358509
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Kapitalallokation bei elliptischverteilten Risiken
Marquardt, Benjamin - In: Risikomanagement, (pp. 37-65). 2005
Persistent link: https://www.econbiz.de/10003339284
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Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov - 2005
Persistent link: https://www.econbiz.de/10003346695
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Additive damages, fat-tailed climate dynamics, and uncertain discounting
Weitzman, Martin L. - 2009
This paper in applied theory argues that there is a loose chain of reasoning connecting the following three basic links …
Persistent link: https://www.econbiz.de/10003832132
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Higher moment coherent risk measures
Krokhmal, Pavlo A. - In: Quantitative fund management, (pp. 271-298). 2009
Persistent link: https://www.econbiz.de/10003796963