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subject:"Banking supervision"
type_genre:"Handbuch"
~language:"eng"
~person:"Kumar, Dilip"
~subject:"Risikomaß"
~type_genre:"Article in journal"
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Banking supervision
Risikomaß
Risikomanagement
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Risk management
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Volatility
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Volatilität
5
ARCH model
3
ARCH-Modell
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Ausreißer
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Capital income
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Kapitaleinkommen
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downside risk spillover
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Kumar, Dilip
Wang, Ruodu
17
Embrechts, Paul
11
Mao, Tiantian
10
Cai, Jun
9
Hammoudeh, Shawkat
9
Janabi, Mazin A. M. al
7
Li, Jianping
7
Puccetti, Giovanni
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Righi, Marcelo Brutti
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Rüschendorf, Ludger
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Boonen, Tim J.
6
Karmakar, Madhusudan
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Stoja, Evarist
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Tan, Ken Seng
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Tiwari, Aviral Kumar
6
Bernard, Carole
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Daníelsson, Jón
5
Ghorbel, Ahmed
5
Härdle, Wolfgang
5
Liu, Fangda
5
McAleer, Michael
5
Mensi, Walid
5
Mitic, Peter
5
Polanski, Arnold
5
Yang, Fan
5
Zhu, Xiaoqian
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Zitikis, Ričardas
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Al-Yahyaee, Khamis Hamed
4
Alexander, Gordon J.
4
Asimit, Alexandru V.
4
Balbás de la Corte, Alejandro
4
Ceretta, Paulo Sergio
4
Chen, Zhiping
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Chi, Yichun
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Cossette, Hélène
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global business review
1
Journal of quantitative economics
1
Studies in economics and finance
1
The journal of prediction markets
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Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
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2
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
3
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
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4
A study of risk spillover in the crude oil and the natural gas markets
Kumar, Dilip
- In:
Global business review
18
(
2017
)
6
,
pp. 1465-1477
Persistent link: https://www.econbiz.de/10011800026
Saved in:
5
Risk spillover between the GIPSI economies and Egypt, Saudi Arabia, and Turkey
Kumar, Dilip
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1193-1208
Persistent link: https://www.econbiz.de/10011561247
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