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Bias of a Value-at-Risk Estima...
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Risiko
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Wang, Ruodu
32
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25
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21
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20
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16
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15
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14
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12
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11
Daníelsson, Jón
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Liu, Haiyan
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10
Dowd, Kevin
10
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10
Laeven, Roger J. A.
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Tang, Qihe
10
Vanduffel, Steven
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Balbás de la Corte, Alejandro
9
Bignozzi, Valeria
9
Müller, Fernanda Maria
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Tsanakas, Andreas
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Feng, Runhuan
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Landsman, Zinoviy
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Asimit, Alexandru V.
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European journal of operational research : EJOR
55
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Journal of banking & finance
45
Finance research letters
44
Quantitative finance
29
Journal of risk
27
International review of financial analysis
22
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Scandinavian actuarial journal
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Pacific-Basin finance journal
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Astin bulletin : the journal of the International Actuarial Association
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Computational economics
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The journal of risk model validation
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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The European journal of finance
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Applied economics letters
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International journal of forecasting
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ECONIS (ZBW)
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1
Using weighted distributions to model operational risk
Afonso, Lourdes B.
;
Real, Pedro Corte
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 469-485
Persistent link: https://www.econbiz.de/10011576788
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2
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
3
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
4
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
5
Tail risk in a retail payments system
Sabetti, Leonard
;
Jacho-Chávez, David T.
;
Petrunia, Robert
- In:
Jahrbücher für Nationalökonomie und Statistik
238
(
2018
)
3/4
,
pp. 353-369
Persistent link: https://www.econbiz.de/10011954478
Saved in:
6
Bootstrap consistency and
bias
correction in the nonparametric estimation of risk measures of collective risks
Lauer, Alexandra
;
Zähle, Henryk
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 99-108
Persistent link: https://www.econbiz.de/10011712409
Saved in:
7
Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
Saved in:
8
Bias
in spatial risk assessment
Mishra, Himanshu
;
Mishra, Arul
;
Moreno, Oscar
- In:
Management science : journal of the Institute for …
61
(
2015
)
4
,
pp. 851-863
Persistent link: https://www.econbiz.de/10010526542
Saved in:
9
A fundamental misunderstanding of risk : the
bias
associated with the annualized calculation of standard deviation
Burkett, Matthew W.
;
Scherer, William T.
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-7
present a new example illustrating the
bias
when applied to an efficient frontier. …
Persistent link: https://www.econbiz.de/10013179703
Saved in:
10
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.
;
Hertog, Dirk den
;
Melenberg, Bertrand
-
2014
Persistent link: https://www.econbiz.de/10011282869
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