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source:"econis"
~isPartOf:"Applied economics"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Schätztheorie
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Risk measure
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Chiu, Yen-Chen
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Chuang, I-Yuan
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Díaz Hernández, Adán
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Nolasco Jáuregui, Oralia
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Quezada-Téllez, Luis Alberto
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Salazar Flores, Yuri
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Applied economics
Insurance / Mathematics & economics
24
Journal of risk
21
Journal of econometrics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Finance research letters
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Computational economics
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European journal of operational research : EJOR
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Risks : open access journal
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International journal of forecasting
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of operational risk
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International journal of monetary economics and finance
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Journal of risk management in financial institutions
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Operations research letters
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Research in international business and finance
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The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
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2
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
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