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Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009505637
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Extreme values of tail probabilities
De Schepper, Ann; Heijnen, Bart - 1991
Persistent link: https://www.econbiz.de/10000880750
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Managing operational risk : methodology and prospects
Temnov, Grigory - In: Mathematical control theory and finance, (pp. 397-417). 2008
Persistent link: https://www.econbiz.de/10003755898
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Conditional VaR using EVT : towards a planned margin scheme
Bhattacharyya, Malay; Ritolia, Gopal - In: International review of financial analysis 17 (2008) 2, pp. 382-395
Persistent link: https://www.econbiz.de/10003765109
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The age of turbulence : credit derivatives style
Byström, Hans N. E. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003777344
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A conditional approach for risk estimation
Mendes, Beatriz Vaz de Melo - In: Journal of risk 11 (2008/09) 1, pp. 33-55
Persistent link: https://www.econbiz.de/10003775645
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Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine; Rockinger, Michael - In: Journal of empirical finance 15 (2008) 5, pp. 868-877
Persistent link: https://www.econbiz.de/10003776390
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Extreme value theory for GARCH processes
Davis, Richard A.; Mikosch, Thomas - In: Handbook of financial time series, (pp. 187-200). 2009
Persistent link: https://www.econbiz.de/10003833941
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Dependence structure of risk factors and diversification effects
Chen Zhou - 2009
Persistent link: https://www.econbiz.de/10003865271
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Predictive performance of conditional extreme value theory in value-at-risk estimation
Ghorbel, Ahmded; Trabelsi, Abdelwahed - In: International journal of monetary economics and finance 1 (2008) 2, pp. 121-148
Persistent link: https://www.econbiz.de/10003822451