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Adaptive percolation using subjective likelihoods
Singpurwalla, Nozer D. - In: Econometric reviews 33 (2014) 1/4, pp. 379-394
Persistent link: https://www.econbiz.de/10010360881
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Hedging foreign exchange risk exposure by importer companies
Hasan, Kazi Rashedul - In: International journal of economics, finance and … 3 (2015) 5, pp. 435-440
Persistent link: https://www.econbiz.de/10011506307
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Modeling of insurance data through two heavy tailed distributions : computations of some of their actuarial quantities through simulation from their equilibrium distributions and t...
Nath, Dilip C.; Das, Jagriti - In: Journal of mathematical finance 6 (2016) 3, pp. 378-400
Persistent link: https://www.econbiz.de/10011583507
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Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk : an experimental analysis
Di Clemente, Annalisa - In: Studi economici : rivista quadrimestrale 68 (2013) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10010389432
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Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322235
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Normality tests and its power against alternative distributions : an empirical analysis on emerging Asian stock index returns
Shaik, Muneer - In: The journal of prediction markets 16 (2022) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10014289671
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Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410062
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Default probability estimation via pair copula constructions
Dalla Valle, Luciana; De Giuli, Maria Elena; Tarantola, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
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Value-at-risk time scaling : a Monte Carlo approach
Malataliana, Moepa; Rigotard, Michael - In: The journal of risk model validation 10 (2016) 1, pp. 47-57
Persistent link: https://www.econbiz.de/10011485151
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Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models
Gørgens, Tue; Han, Chirok; Xue, Sen - 2016
Persistent link: https://www.econbiz.de/10011500026