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Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management

Oehler, Andreas (ed.) - 1998

Persistent link: https://www.econbiz.de/10000664860

Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models

Cai, Chunlin - In: The journal of risk model validation 17 (2023) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10014485590

Essays in Financial Economics

Sobott, Jonas Karl - 2017

Persistent link: https://www.econbiz.de/10012794977

Exploring the influence of risk management capabilities on SMEs' export intentions : a cross-country analysis

Civelek, Mehmet; Erben, Michal; Kuděj, Michal; … - In: International entrepreneurship and management journal 20 (2024) 3, pp. 2369-2396

Persistent link: https://www.econbiz.de/10015080646

Volatility and market risk of the pork market in China

Pan, Wei-Fong - In: The empirical economics letters : a monthly … 15 (2016) 7, pp. 697-704

Persistent link: https://www.econbiz.de/10011655819

Value-at-risk and extreme returns

Daníelsson, Jón; Vries, Casper G. de - 1997

Value-at-Risk (VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled … oflow probability worst outcomes, RiskMetrics analysis underpredicts the VaR while historical simulationoverpredicts the VaR …. However, the estimates obtained from applying the semi-parametric method aremore accurate in the VaR prediction. In addition …

Persistent link: https://www.econbiz.de/10010533206