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Computational resources for extremes
Kleinow, Torsten; Thomas, Michael - 1999
The necessity to quantify the risk caused by the high volatility of asset prices, large insurance claims or floods has lead to an increasing interest in extreme value analysis. Generalized Pareto and extreme value distributions are well suited to model data which are exceedances above a...
Persistent link: https://www.econbiz.de/10009582413
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Computational resources for extremes
Kleinow, Torsten; Thomas, Michael - In: Measuring risk in complex stochastic systems, (pp. 203-213). 2000
Persistent link: https://www.econbiz.de/10001579735
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Value at risk für Kreditinstitute : Erfassung des aggregierten Marktrisikopotentials
Meyer, Christoph - 1999
Persistent link: https://www.econbiz.de/10000682592
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Why is gross domestic product an inadequate indicator of sustainable welfare?
Lawn, Philip A.; Clarke, Matthew - In: Sustainable welfare in the Asia-Pacific : studies using …, (pp. 35-46). 2008
Persistent link: https://www.econbiz.de/10003767893
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What is the genuine progress indicator and how is it typically calculated?
Lawn, Philip A.; Clarke, Matthew - In: Sustainable welfare in the Asia-Pacific : studies using …, (pp. 47-68). 2008
Persistent link: https://www.econbiz.de/10003767895
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In defence of the genuine progress indicator
Lawn, Philip A.; Clarke, Matthew - In: Sustainable welfare in the Asia-Pacific : studies using …, (pp. 69-88). 2008
Persistent link: https://www.econbiz.de/10003767900
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Jensen's inequality in finance
Azar, Samih Antoine - In: International advances in economic research : IAER ; an … 14 (2008) 4, pp. 433-440
Persistent link: https://www.econbiz.de/10003788440
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Further results on Samuelson's inequality
Farebrother, Richard William - In: Statistical inference, econometric analysis and matrix …, (pp. 311-316). 2009
Persistent link: https://www.econbiz.de/10003781050
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Estimation with many instrumental variables
Hansen, Christian Bailey; Hausman, Jerry A.; Newey, … - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 398-422
Persistent link: https://www.econbiz.de/10003772265
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Performance of adaptive estimators in slowly varying parameter models
Grillenzoni, Carlo - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 4, pp. 471-482
Persistent link: https://www.econbiz.de/10003772305