//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"free"
subject:"capital adequacy"
~person:"Chen Zhou"
~person:"Girard, Stéphane"
~subject:"Risk measure"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
capital adequacy
Risk measure
Risikomanagement
8
Risk management
8
Risikomaß
7
Ausreißer
6
Outliers
6
Portfolio selection
5
Portfolio-Management
5
Risiko
5
Risk
5
Extrapolation
4
Heavy tails
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Measurement
3
Messung
3
Asymmetric least squares
2
Bank risk
2
Bankrisiko
2
Coherent risk measures
2
Estimation theory
2
Expected shortfall
2
Expectile
2
Expectiles
2
Extreme values
2
Extremes
2
Schätztheorie
2
Tail index
2
Asymmetric squared loss
1
Asymptotic normality
1
Bank
1
Bank regulation
1
Bankenaufsicht
1
Bankenkrise
1
Bankenregulierung
1
Banking crisis
1
Banking supervision
1
Basel Accord
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
Chen Zhou
Girard, Stéphane
McAleer, Michael
10
Stoja, Evarist
8
Allen, David E.
5
Pérez Amaral, Teodosio
5
Billio, Monica
4
Daníelsson, Jón
4
Daouia, Abdelaati
4
Fortin, Ines
4
Frattarolo, Lorenzo
4
Härdle, Wolfgang
4
Pelizzon, Loriana
4
Polanski, Arnold
4
Vries, Casper G. de
4
Broll, Udo
3
Caporin, Massimiliano
3
Cañón, Carlos Iván
3
Farkas, Walter
3
Gerba, Eddie
3
Giudici, Paolo
3
Pambira, Alberto
3
Stupfler, Gilles
3
Wang, Ruodu
3
Ahelegbey, Daniel Felix
2
Breugem, Matthijs
2
Burzoni, Matteo
2
Chang, Chia-Lin
2
Chlebus, Marcin
2
Christoffersen, Peter F.
2
Corvino, Raffaele
2
Csóka, Péter
2
Embrechts, Paul
2
Engle, Robert F.
2
Escanciano, Juan Carlos
2
Fermanian, Jean-David
2
Fucik, Markus
2
Fuss, Sabine
2
Herbertsson, Alexander
2
Hlouskova, Jaroslava
2
more ...
less ...
Published in...
All
Working papers / TSE : WP
4
DNB working paper
2
DNB working papers
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Outlier detection in TARGET2 risk indicators
Heijmans, Ronald
;
Chen Zhou
-
2019
Persistent link: https://www.econbiz.de/10011966026
Saved in:
2
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
3
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
4
Systematic tail risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
5
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
6
Why risk is so hard to measure
Daníelsson, Jón
;
Chen Zhou
-
2016
Persistent link: https://www.econbiz.de/10011415993
Saved in:
7
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->