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subject:"Risk measure"
subject:"Theorie"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~subject:"risk management"
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Bücher, Axel
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Klüppelberg, Claudia
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Posch, Peter N.
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Schmidtke, Philipp
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
International Monetary Fund (IMF)
347
International Monetary Fund
308
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
56
Institut für Schweizerisches Bankwesen <Zürich>
46
International Association for the Study of Insurance Economics
46
National Bureau of Economic Research
36
Inter-American Development Bank
27
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
European Association of Agricultural Economists - EAAE
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EconWPA
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C.E.P.R. Discussion Papers
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National Centre of Competence in Research North South <Bern>
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National Crop Insurance Services (NCIS)
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Agricultural and Applied Economics Association - AAEA
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Reserve Bank of Australia
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Hochschule <Wismar> / Fachbereich Wirtschaft
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Chartered Insurance Institute
9
Economic Research Service, Department of Agriculture
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European Central Bank
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International Association of Insurance Supervisors
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SUERF - The European Money and Finance Forum
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University of Western Sydney
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Basel Committee on Banking Supervision
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Center for Urban & Real Estate Management <Zürich>
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Fachhochschule des BFI Wien
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Frankfurt School of Finance & Management
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HAL
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Institut für Bankwirtschaft und Bankrecht an der Universität zu Köln / Abteilung Bankwirtschaft
8
College of Law and Business
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Finanzmarktaufsicht <Wien>
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Springer Fachmedien Wiesbaden
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Österreichische Nationalbank <Wien>
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Erasmus University Rotterdam, Econometric Institute
6
Institut für Betriebswirtschaftslehre <Augsburg> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Wirtschaftsinformatik <2>
6
Inter-American Development Bank (IDB)
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International Organization of Securities Commissions
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London School of Economics (LSE)
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Tilburg University, Center for Economic Research
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
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2
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
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