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Theorie
Dependence
288
dependence
268
Threshold
189
threshold
176
Theory
128
Estimation
86
Schätzung
85
Multivariate Verteilung
70
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132
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Gómez-Déniz, Emilio
3
Herrmann, Klaus
3
Hofert, Marius
3
Li, Jinzhu
3
Anatolyev, Stanislav
2
Asongu, Simplice
2
Avanzi, Benjamin
2
Dempsey, Michael
2
Diop, Samba
2
Eryilmaz, Serkan
2
Furman, Edward
2
Gijbels, Irène
2
Gospodinov, Nikolaj
2
Han, Heejoon
2
Huang, Chun-Kai
2
Kabir, M. Humayun
2
Linton, Oliver
2
Mailhot, Mélina
2
Mozumder, Sharif
2
Oka, Tatsushi
2
Parmeter, Christopher F.
2
Pestieau, Pierre
2
Pérez Rodríguez, Jorge V.
2
Sordo, Miguel A.
2
Spreeuw, Jaap
2
Su, Jianxi
2
Whang, Yoon-jae
2
Wong, Bernard
2
Abdallah, Anas
1
Agar, Juan
1
Ahmed, M. Iqbal
1
Ahn, Jae Youn
1
Alai, Daniel H.
1
Albrecher, Hansjörg
1
Alemany, Ramon
1
Amini, Shima
1
Aristizabal- Ramirez, M.
1
Arnold-Gaille, Séverine
1
Arčabić, Vladimir
1
Audeguil, Emilien
1
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Insurance / Mathematics & economics
24
Risks : open access journal
8
ASTIN bulletin : the journal of the International Actuarial Association
3
Astin bulletin : the journal of the International Actuarial Association
3
Economic modelling
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
AGDI working paper
2
Applied economics letters
2
EURO Journal on decision processes
2
Econometric reviews
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of productivity analysis
2
The European journal of finance
2
The journal of supply chain management : a global review of purchasing and supply
2
Working Paper
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied economics
1
Applied mathematical finance
1
Atlantic economic journal : AEJ
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Carlo Alberto notebooks
1
Computational economics
1
Discussion paper / Center for Economic Research, Tilburg University
1
Documents de recherche / ESSEC Centre de Recherche
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic theory
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IMF working papers
1
IWQW discussion paper series
1
International Journal of Energy Economics and Policy : IJEEP
1
International journal of monetary economics and finance : IJMEF
1
International journal of political economy : a journal of translations
1
International journal of theoretical and applied finance
1
International journal of value chain management : IJVCM
1
International review of financial analysis
1
International tax and public finance
1
Inventi impact: emerging economies
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ECONIS (ZBW)
128
EconStor
4
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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
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:
3
Relative bound and asymptotic comparison of expectile with respect to expected shortfall
Tadese, Mekonnen
;
Drapeau, Samuel
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 387-399
Persistent link: https://www.econbiz.de/10012294144
Saved in:
4
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:
5
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:
6
A note on the invariance of the distribution of the maximum
Fosgerau, Mogens
;
Lindberg, Per O.
;
Mattsson, Lars-Göran
; …
- In:
Journal of mathematical economics
74
(
2018
),
pp. 56-61
Persistent link: https://www.econbiz.de/10012103935
Saved in:
7
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:
8
Measuring tail risks
Chen, Kan
;
Cheng, Tuoyuan
- In:
The Journal of finance and data science : JFDS
8
(
2022
),
pp. 296-308
events (MPMR) that can occur over a length of time. MPMR underscores the
dependence
of the tail risk on the risk management …
Persistent link: https://www.econbiz.de/10014433723
Saved in:
9
A confidence corridor for sparse longitudinal data curves
Zheng, Shuzhuan
;
Yang, Lijian
;
Härdle, Wolfgang Karl
-
2010
Longitudinal data analysis is a central piece of statistics. The data are curves and they are observed at random locations. This makes the construction of a simultaneous confidence corridor (SCC) (confidence band) for the mean function a challenging task on both the theoretical and the practical...
Persistent link: https://www.econbiz.de/10010281570
Saved in:
10
Dynamics of unemployment insurance claims : an application of ARIMA-GARCH models
Mohammadi, Hassan
;
Rich, Daniel P.
- In:
Atlantic economic journal : AEJ
41
(
2013
)
4
,
pp. 413-425
Persistent link: https://www.econbiz.de/10010243108
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