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person:"Jiménez-Martín, Juan-Ángel"
~isPartOf:"Staff working papers / Bank of England"
~person:"Stoja, Evarist"
~person:"Yang, Fan"
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Search: subject_exact:"Ausreißer"
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Ausreißer
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Co-exceedance
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Estimation
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Outliers
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Risiko
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Risikomanagement
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Risikomaß
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Risk
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extreme risk interdependence
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risk contribution
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systemic distress
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Jiménez-Martín, Juan-Ángel
Stoja, Evarist
Yang, Fan
Chiu, Ching Wai Jeremy
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Polanski, Arnold
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Staff working papers / Bank of England
Bank of England Working Paper
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Insurance / Mathematics & economics
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Journal of international financial markets, institutions & money
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Astin bulletin : the journal of the International Actuarial Association
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CESifo working papers
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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ECONIS (ZBW)
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Tail risk interdependence
Polanski, Arnold
;
Stoja, Evarist
;
Chiu, Ching Wai Jeremy
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2019
Persistent link: https://www.econbiz.de/10012202260
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