Narrow search
Showing 1 - 10 of 1,760
Cover Image
An extreme analysis of VaRs for emerging market benchmark bonds
Kiesel, Rüdiger; Perraudin, William R. M.; Taylor, Alex - In: Credit risk : measurement, evaluation and management ; …, (pp. 111-137). 2003
Persistent link: https://www.econbiz.de/10002001481
Cover Image
Quantile forecasting of PM10 data in Korea based on time series models
Xu, Yingshi; Lee, Sangyeol - In: Robustness in econometrics, (pp. 587-598). 2017
Persistent link: https://www.econbiz.de/10011801991
Cover Image
Worst-case VaR and CVaR
Čerbáková, Jana - In: Operations research proceedings 2005 : selected papers …, (pp. 817-822). 2006
Persistent link: https://www.econbiz.de/10003347829
Cover Image
Higher moment coherent risk measures
Krokhmal, Pavlo A. - In: Quantitative fund management, (pp. 271-298). 2009
Persistent link: https://www.econbiz.de/10003796963
Cover Image
Systemic risk
Hauptmann, Johannes; Zagst, Rudi - In: Quantitative financial risk management, (pp. 321-338). 2011
Persistent link: https://www.econbiz.de/10009301403
Cover Image
Construction and backtesting of a multi-factor stress-scenario for the stock market
Boldyrev, Kirill; Andrianov, Dmitry; Ivliev, Sergey - In: Financial econometrics and empirical market microstructure, (pp. 37-45). 2015
Persistent link: https://www.econbiz.de/10011326724
Cover Image
Distortion risk measures under skew normal settings
Tian, Weizhong; Wang, Tonghui; Hu, Liangjian; Tran, Hien D. - In: Econometrics of risk, (pp. 135-148). 2015
Persistent link: https://www.econbiz.de/10010498562
Cover Image
Risk measures and their applications in asset management
Bi̇rbi̇l, Ş. İlker; Frenk, Hans; Kaynar, Bahar; … - In: The VaR implementation handbook, (pp. 311-338). 2009
Persistent link: https://www.econbiz.de/10003827082
Cover Image
Modeling dependencies with copulae
Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema - In: Applied quantitative finance, (pp. 3-36). 2009
Persistent link: https://www.econbiz.de/10003745932