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subject:"Risikomaß"
subject:"USA"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~type_genre:"Konferenzschrift"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Risikomaß
USA
Measurement
2
Messung
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Risk measure
2
Aktienindex
1
Ausreißer
1
Estimation
1
Extremal Index
1
Independence
1
Index
1
Index number
1
Outliers
1
Portfolio selection
1
Portfolio-Management
1
Risk measures
1
Schätzung
1
Statistical test
1
Statistischer Test
1
Stock index
1
Theorie
1
Theory
1
VaR Backtesting
1
asymptotic exponential distribution
1
expected shortfall
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financial network
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risk management
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value-at-risk
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Konferenzschrift
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Bücher, Axel
1
Klüppelberg, Claudia
1
Posch, Peter N.
1
Schmidtke, Philipp
1
Seifert, Miriam
1
Institution
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
National Bureau of Economic Research
8
Nomos Verlagsgesellschaft
3
The Wharton Financial Institutions Center
3
Center for Economic Research <Tilburg>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Iowa State University / Center for Agricultural and Rural Development
2
Berliner Wissenschafts-Verlag
1
Centre for Actuarial Studies
1
Conference on Bank Structure and Competition <34, 1998, Chicago, Ill.>
1
Economic Policy Conference <11, 1986, Saint Louis, Mo.>
1
Eidgenössische Technische Hochschule Zürich
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Goethe-Universität Frankfurt am Main
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Harvard Institute of Economic Research
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Risk Management Conference <5, 2012, Rom>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
OECD
1
Practising Law Institute <New York, NY>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Trinity College Dublin / Department of Economics
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
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ECONIS (ZBW)
2
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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
Saved in:
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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