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46
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Stoja, Evarist
37
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32
Pérez Amaral, Teodosio
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Daníelsson, Jón
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Hammoudeh, Shawkat
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24
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Righi, Marcelo Brutti
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Rosazza Gianin, Emanuela
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Huschens, Stefan
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Jiménez-Martín, Juan-Ángel
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Embrechts, Paul
22
Račev, Svetlozar T.
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Albrecht, Peter
21
Dhaene, Jan
21
Giot, Pierre
20
Kratz, Marie
20
Paolella, Marc S.
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Wied, Dominik
20
Bernard, Carole
19
Brandtner, Mario
19
Dionne, Georges
19
Stoyanov, Stoyan V.
19
Tsanakas, Andreas
19
Lucas, André
18
Boonen, Tim J.
17
Cai, Jun
17
Mao, Tiantian
17
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Basel Committee on Banking Supervision
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Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
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Springer-Verlag GmbH
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University of Canterbury / Dept. of Economics and Finance
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
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Finance research letters
114
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Energy economics
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International review of financial analysis
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Economic modelling
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The journal of risk model validation
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Discussion paper / Tinbergen Institute
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International journal of forecasting
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Quantitative finance
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Applied economics
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Journal of risk management in financial institutions
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The journal of operational risk
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42
Journal of econometrics
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Computational economics
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International review of economics & finance : IREF
40
The European journal of finance
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Research in international business and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of economic dynamics & control
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Applied economics letters
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Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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Working paper
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Finance and stochastics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric Institute research papers
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Pacific-Basin finance journal
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EconStor
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RePEc
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31
FRM Financial Risk Meter
Althof, Michael
-
2022
Persistent link: https://www.econbiz.de/10013390868
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32
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
Saved in:
33
Risk excess measures induced by hemi-metrics
Faugeras, Olivier
;
Rüschendorf, Ludger
-
2018
Persistent link: https://www.econbiz.de/10013488890
Saved in:
34
Pro-cyclicality beyond business cycle
Bräutigam, Marcel
;
Dacorogna, Michel M.
;
Kratz, Marie
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 308-341
Persistent link: https://www.econbiz.de/10014278671
Saved in:
35
Remarks on a copula-based conditional value at risk for the portfolio problem
Molina Barreto, Andres Mauricio
;
Ishimura, Naoyuki
- In:
Intelligent systems in accounting, finance & management
30
(
2023
)
3
,
pp. 150-170
Persistent link: https://www.econbiz.de/10014375330
Saved in:
36
Semiparametric estimation of expected shortfall and its application in finance
Fang, Yan
;
Li, Jian
;
Liu, Yinglin
;
Zhao, Yunfan
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 835-851
Persistent link: https://www.econbiz.de/10014292830
Saved in:
37
(Simple) ΔCoVaR bounds
Mercadier, Mathieu
;
Strobel, Frank
- In:
Applied economics letters
30
(
2023
)
14
,
pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372
Saved in:
38
Measuring organizational downside risk
Miller, Kent D.
-
1994
Persistent link: https://www.econbiz.de/10000891710
Saved in:
39
Interest rate interventions with different stock market risk measures
Lindén, Mikael
;
Suonperä, Antti
-
1990
Persistent link: https://www.econbiz.de/10000806904
Saved in:
40
Extreme values of tail probabilities
De Schepper, Ann
;
Heijnen, Bart
-
1991
Persistent link: https://www.econbiz.de/10000880750
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