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~subject:"Risikomanagement"
~subject:"Statistical distribution"
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TWO-COMPONENT EXTREME VALUE DI...
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Risikomanagement
Statistical distribution
Risikomaß
7,515
Risk measure
7,501
Theorie
3,606
Theory
3,587
Portfolio-Management
2,742
Portfolio selection
2,731
Risk management
2,234
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2,113
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2,104
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1,188
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1,127
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1,104
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1,033
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1,028
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973
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965
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917
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915
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782
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779
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777
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621
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615
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563
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563
Basel Accord
508
Basler Akkord
498
Outliers
498
Ausreißer
496
Schätztheorie
495
Estimation theory
493
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475
Finanzkrise
467
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462
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462
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427
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Stoja, Evarist
32
Wang, Ruodu
27
McAleer, Michael
23
Polanski, Arnold
23
Embrechts, Paul
18
Fabozzi, Frank J.
18
Dionne, Georges
15
Härdle, Wolfgang
15
Mao, Tiantian
14
Stoyanov, Stoyan V.
14
Daníelsson, Jón
13
Račev, Svetlozar T.
12
Vries, Casper G. de
12
Cai, Jun
11
Caporin, Massimiliano
10
Cheung, Ka Chun
10
Dowd, Kevin
10
Hammoudeh, Shawkat
10
Landsman, Zinoviy
10
Righi, Marcelo Brutti
10
Farkas, Walter
9
Furman, Edward
9
Hassani, Samir Saissi
9
Liu, Haiyan
9
Paolella, Marc S.
9
Vanduffel, Steven
9
Bernard, Carole
8
Broll, Udo
8
Christoffersen, Peter F.
8
Dhaene, Jan
8
Diebold, Francis X.
8
Dijk, Herman K. van
8
Gerlach, Richard
8
Giudici, Paolo
8
Janabi, Mazin A. M. al
8
Kim, Young Shin
8
Kratz, Marie
8
Liu, Fangda
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Manganelli, Simone
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Nadarajah, Saralees
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National Bureau of Economic Research
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Springer-Verlag GmbH
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2
Bank-Verlag GmbH
1
Berliner Wissenschafts-Verlag
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Books on Demand GmbH <Norderstedt>
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Center for Economic Research <Tilburg>
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Columbia University / Graduate School of Business
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Edward Elgar Publishing
1
Eidgenössische Technische Hochschule Zürich
1
Europäische Zentralbank / Group on TARGET2 Stress Testing
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Frankfurt School Verlag GmbH
1
Friedrich-Schiller-Universität Jena
1
International Center for Financial Asset Management and Engineering
1
International Risk Management Conference <5, 2012, Rom>
1
KPMG <London>
1
KPMG Peat Marwick <London>
1
KPMG Peat Marwick MacLintock <London>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Palgrave Macmillan <Firma>
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Trinity College Dublin / Department of Economics
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UVK Verlagsgesellschaft mbH
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Uni-Taschenbücher GmbH
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University of Canterbury / Dept. of Economics and Finance
1
Universität Heidelberg / Wirtschaftswissenschaftliche Fakultät
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1
Verlag Dr. Kovač
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
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Insurance / Mathematics & economics
139
Journal of banking & finance
71
Risks : open access journal
70
Journal of risk
52
European journal of operational research : EJOR
49
Finance research letters
45
Economic modelling
36
The journal of operational risk
36
Energy economics
33
International review of financial analysis
31
Discussion paper / Tinbergen Institute
30
The journal of risk model validation
29
International journal of forecasting
28
Quantitative finance
28
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of econometrics
25
Applied economics
23
Journal of risk management in financial institutions
23
International review of economics & finance : IREF
22
Journal of risk and financial management : JRFM
22
Journal of empirical finance
21
International journal of theoretical and applied finance
20
The European journal of finance
20
Working papers
20
Computational economics
18
Research paper series / Swiss Finance Institute
18
Scandinavian actuarial journal
17
Journal of financial econometrics
15
Research in international business and finance
14
Astin bulletin : the journal of the International Actuarial Association
13
Finance and stochastics
13
Journal of forecasting
13
Pacific-Basin finance journal
13
SFB 649 discussion paper
13
SpringerLink / Bücher
13
Insurance : mathematics and economics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of international financial markets, institutions & money
12
Journal of mathematical finance
12
The journal of credit risk : published quarterly by Incisive Media
12
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ECONIS (ZBW)
3,033
USB Cologne (EcoSocSci)
16
EconStor
6
RePEc
1
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1
Markets liquidity risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef
;
Snoussi, Wafa
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
Saved in:
2
Back-testing extreme value and Lévy value-at-risk models : evidence from international futures markets
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
1
,
pp. 88-118
Persistent link: https://www.econbiz.de/10011653721
Saved in:
3
Extreme risk in resource indices and the generalized logistic distribution
Huang, Chun-Kai
;
Pather, Venelle
;
Hammujuddy, Jahvaid
; …
- In:
The journal of applied business research
33
(
2017
)
2
,
pp. 283-296
Persistent link: https://www.econbiz.de/10011673879
Saved in:
4
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
Saved in:
5
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
6
How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
Cheng, Jie
;
Hong, Yi
;
Tao, Juan
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 909-940
Persistent link: https://www.econbiz.de/10011715223
Saved in:
7
Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime
Brahimi, Brahim
;
Abdelli, Jihane
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 135-143
Persistent link: https://www.econbiz.de/10011597203
Saved in:
8
Do coherent risk measures identify assets risk profiles similarly? : evidence from international futures markets
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 361-380
Persistent link: https://www.econbiz.de/10011875432
Saved in:
9
Measuring systemic risk via GAS models and extreme value theory : revisiting the 2007 financial crisis
Gavronski, Pedro Gerhardt
;
Ziegelmann, Flavio A.
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012490211
Saved in:
10
Extremes of extremes : risk assessment for very small samples with an exemplary application for cryptocurrency returns
Börner, Christoph J.
;
Hoffmann, Ingo
;
Krettek, Jonas
; …
- In:
Journal of risk : JOR
26
(
2023
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10014487287
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