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Justice climate and employee creativity in the work uncertainty context : a cross-level investigation

Sun, Li-Yun; Li, Chenwei; Pan, Wen; Leung, Alicia S. M. - In: Asian business & management 22 (2023) 3, pp. 1065-1093

Persistent link: https://www.econbiz.de/10014327768

Multiple psychological climates and employee self-regulatory focus : implications for frontline employee work behavior and service performance

Sok, Keo Mony; Danaher, Tracey S.; Sok, Phyra - In: Journal of retailing 99 (2023) 2, pp. 228-246

Persistent link: https://www.econbiz.de/10014321977

Increasing weather risk : fact of fiction?

Wang, Weining; Bobojonov, Ihtiyor B.; Härdle, Wolfgang; … - 2011

It is an undisputed fact that weather risk increases over time due to climate change. However, qualification of this statement with regard to the type of weather risk and geographical location is needed. We investigate the application of novel statistical tools for assessing changes in weather...

Persistent link: https://www.econbiz.de/10009379509

Backtesting expected shortfall : accounting for tail risk

Du, Zaichao; Escanciano, Juan Carlos - 2015

Persistent link: https://www.econbiz.de/10010532092

System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies

Gnabo, Jean-Yves; Hvozdyk, Lyudmyla; Lahaye, Jérôme - In: Journal of international money and finance 48 (2014), pp. 147-174

Persistent link: https://www.econbiz.de/10010464002

Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt

Dobrić, Jadran - 2008

Persistent link: https://www.econbiz.de/10003751715

Testing for mean-coherent regular risk spanning

Melenberg, Bertrand (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003096956

Bayesian estimation of the false negative fraction in screening tests

Held, Leonhard (contributor); … - 2004

Dependence modelling and estimation is a key issue in the assessment of portfolio risk. When measuring extreme risk in … complete extreme dependence structure of a portfolio. We also present a simple nonparametric estimation procedure. To show our …

Persistent link: https://www.econbiz.de/10002719909

Prior parameter uncertainty : some implications for forecasting and policy analysis with VAR models

Robertson, John C.; Tallman, Ellis W. - 1999

Persistent link: https://www.econbiz.de/10001413013

Back to the future : backtesting systemic risk measures during historical bank runs and the great depression

Brownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, … - In: Journal of banking & finance 113 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012226121

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