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Essays in Financial Economics
Sobott, Jonas Karl - 2017
Persistent link: https://www.econbiz.de/10012794977
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Why risk is so hard to measure
Daníelsson, Jón; Chen Zhou - 2016
Persistent link: https://www.econbiz.de/10011415993
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Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul; Wang, Bin; Wang, Ruodu - In: Finance and stochastics 19 (2015) 4, pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
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Basel II versus III: a comparative assessment of minimum capital requirements for internal model approaches
Kinateder, Harald - In: Journal of risk 18 (2015/2016) 3, pp. 25-45
Persistent link: https://www.econbiz.de/10011439046
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Risk, asset and liability management in banking : conceptual and contemporary approach
Guzel, Adnan - In: Financial ecosystem and strategy in the digital era : …, (pp. 121-177). 2021
Persistent link: https://www.econbiz.de/10012615032
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Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros; Potamia, Artemis - In: International review of financial analysis 49 (2017), pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
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The measure of model risk in credit capital requirements
Baviera, Roberto - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014494868