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~subject:"Risk measure"
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Risk measure
Outliers
1,204
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522
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497
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Herrera, Rodrigo
11
Stoja, Evarist
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Chen Zhou
7
Daouia, Abdelaati
7
Stoyanov, Stoyan V.
7
Stupfler, Gilles
7
Fabozzi, Frank J.
6
Giudici, Paolo
6
McAleer, Michael
6
Straetmans, Stefan
6
Ahelegbey, Daniel Felix
5
Allen, David E.
5
Bormann, Carsten
5
Girard, Stéphane
5
Mojtahedi, Fatemeh
5
Polanski, Arnold
5
Pérez Amaral, Teodosio
5
Schienle, Melanie
5
Schwaab, Bernd
5
Yang, Fan
5
Zhang, Xin
5
Chaudhry, Sajid M.
4
Clements, Adam
4
Hambuckers, Julien
4
Hoga, Yannick
4
Huggenberger, Markus
4
Karmakar, Madhusudan
4
Lucas, André
4
Mao, Tiantian
4
Qin, Xiao
4
Račev, Svetlozar T.
4
Schaumburg, Julia
4
Trabelsi, Abdelwahed
4
Zhang, Zhengjun
4
Auer, Benjamin R.
3
Belkacem, Lotfi
3
Bolancé, Catalina
3
Candelon, Bertrand
3
Cañón, Carlos Iván
3
Chabi-Yo, Fousseni
3
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
University of Canterbury / Dept. of Economics and Finance
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
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Insurance / Mathematics & economics
22
Applied economics
11
Risks : open access journal
11
Journal of banking & finance
10
Economic modelling
9
Journal of empirical finance
9
The journal of operational risk
9
Finance research letters
8
International journal of forecasting
8
International review of financial analysis
8
Discussion paper / Tinbergen Institute
7
Energy economics
7
Journal of risk
7
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
Journal of international financial markets, institutions & money
6
Working papers / TSE : WP
6
DNB working paper
5
Journal of financial econometrics
5
Journal of mathematical finance
5
SFB 649 discussion paper
5
Economics letters
4
Journal of international money and finance
4
Journal of risk finance : the convergence of financial products and insurance
4
Quantitative finance
4
The journal of risk model validation
4
Applied economics letters
3
Astin bulletin : the journal of the International Actuarial Association
3
CESifo working papers
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Journal of risk and financial management : JRFM
3
Pacific-Basin finance journal
3
Research in international business and finance
3
Scandinavian actuarial journal
3
Studies in economics and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Tydskrif vir studies in ekonomie en ekonometrie : SEE
3
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ECONIS (ZBW)
497
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1
Extreme values of tail probabilities
De Schepper, Ann
;
Heijnen, Bart
-
1991
Persistent link: https://www.econbiz.de/10000880750
Saved in:
2
Managing operational risk : methodology and prospects
Temnov, Grigory
- In:
Mathematical control theory and finance
,
(pp. 397-417)
.
2008
Persistent link: https://www.econbiz.de/10003755898
Saved in:
3
Conditional VaR using EVT : towards a planned margin scheme
Bhattacharyya, Malay
;
Ritolia, Gopal
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 382-395
Persistent link: https://www.econbiz.de/10003765109
Saved in:
4
The age of turbulence : credit derivatives style
Byström, Hans N. E.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003777344
Saved in:
5
A conditional approach for risk estimation
Mendes, Beatriz Vaz de Melo
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 33-55
Persistent link: https://www.econbiz.de/10003775645
Saved in:
6
Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine
;
Rockinger, Michael
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 868-877
Persistent link: https://www.econbiz.de/10003776390
Saved in:
7
Does the application of innovative internal models diminish regulatory capital?
Kalyvas, Lampros
;
Sfetsos, Athanasios
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 217-226
Persistent link: https://www.econbiz.de/10003312726
Saved in:
8
Extreme value theory for GARCH processes
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 187-200)
.
2009
Persistent link: https://www.econbiz.de/10003833941
Saved in:
9
Dependence structure of risk factors and diversification effects
Chen Zhou
-
2009
Persistent link: https://www.econbiz.de/10003865271
Saved in:
10
Predictive performance of conditional extreme value theory in value-at-risk estimation
Ghorbel, Ahmded
;
Trabelsi, Abdelwahed
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10003822451
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