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Forecasting tail risks
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The Oxford handbook of economic forecasting
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Markt- und Absatzprognosen : Modelle, Methoden, Anwendung
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Handbook of economic forecasting ; Volume 2A
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Handbook of heavy tailed distributions in finance
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Business intelligence in economic forecasting : technologies and techniques
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Handbook of economic forecasting ; Volume 2B
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Forecasting volatility in the financial markets
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Le défi de l'incertitude nouvelles approches en perspectives et prospective démographiques : actes de la Chaire Quetelet 1995, Louvain-la-Neuve, 14 - 16 décembre 1995
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Risk management : challenge and opportunity ; with 125 tables
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Stock market volatility
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Brennpunkt Risikomanagement und Regulierung
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Handbuch ökonomisches Kapitel
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Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
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Econometric analysis of financial and economic time series ; part a
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Econophysics of wealth distributions : Econophys-Kolkata I
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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Essays in nonlinear time series econometrics
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Handbook of survey-based business cycle analysis
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Intelligent fashion forecasting systems : models and applications
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Judgment in Predictive Analytics
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Macroeconomic forecasting in the era of big data : theory and practice
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Macroeconomic models and forecasts for Austria : November 11 to 12, 2004
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Marktrisikoregulierung im Umbruch
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Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
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1
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
Saved in:
2
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
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3
Higher moment coherent risk measures
Krokhmal, Pavlo A.
- In:
Quantitative fund management
,
(pp. 271-298)
.
2009
Persistent link: https://www.econbiz.de/10003796963
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4
Anwendungsmöglichkeiten der Extremwerttheorie bei Hedgefonds : Implikationen auf die Berechnung des Value at Risk sowie den Expected Shortfall
Lhabitant, François-Serge
-
2006
Persistent link: https://www.econbiz.de/10003377014
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5
Systemic risk
Hauptmann, Johannes
;
Zagst, Rudi
- In:
Quantitative financial risk management
,
(pp. 321-338)
.
2011
Persistent link: https://www.econbiz.de/10009301403
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6
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
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7
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
Saved in:
8
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
Saved in:
9
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
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10
A new framework for the evaluation of market and credit risk
Kokic, Philip
;
Breckling, Jens
;
Eberlein, Ernst
- In:
Datamining und computational finance : Ergebnisse des …
,
(pp. 51-67)
.
2000
Persistent link: https://www.econbiz.de/10001484266
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