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Using weighted distributions to model operational risk
Afonso, Lourdes B.; Real, Pedro Corte - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 469-485
Persistent link: https://www.econbiz.de/10011576788
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Valuing risk reductions : testing for range biases in payment card and random card sorting methods
Bateman, Ian (contributor); Covey, Judith (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003159522
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Bias of a value-at-risk estimator
Bao, Yong; Ullah, Aman - In: Finance research letters 1 (2004) 4, pp. 241-249
Persistent link: https://www.econbiz.de/10003307425
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Bias correction for estimated distortion risk measure using the bootstrap
Kim, Joseph H. T. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 198-205
Persistent link: https://www.econbiz.de/10008654254
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Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B. - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
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Estimation adjusted VaR
Gouriéroux, Christian; Zakoïan, Jean-Michael - 2012
Persistent link: https://www.econbiz.de/10009748868
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Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
Rassoul, Abdelaziz - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 698-703
Persistent link: https://www.econbiz.de/10010227902
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Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 19 (2012) 2, pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
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Risk capital and VaR
Kupiec, Paul H. - In: The journal of derivatives : the official publication … 7 (2000) 2, pp. 41-52
Persistent link: https://www.econbiz.de/10001497765
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A benchmark for measuring bias in estimated daily value at risk
Moosa, Imad A.; Bollen, Bernard - In: International review of financial analysis 11 (2002) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10001745213