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subject:"Risikomanagement"
~person:"Auer, Benjamin R."
~type_genre:"Article in journal"
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Risikomanagement
Ausreißer
2
Outliers
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Risikomaß
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Risk management
2
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ARCH model
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Article in journal
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Auer, Benjamin R.
Karmakar, Madhusudan
4
Mao, Tiantian
4
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3
Giudici, Paolo
3
Hu, Taizhong
3
Kumar, Dilip
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3
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Asimit, Alexandru V.
2
Cerovic Smolovic, Julija
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2
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2
Ghorbel, Ahmed
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Gonpot, Preethee Nunkoo
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Journal of risk
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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How accurate are modern Value-at-Risk estimators derived from extreme value theory?
Mögel, Benjamin
;
Auer, Benjamin R.
- In:
Review of quantitative finance and accounting
50
(
2018
)
4
,
pp. 979-1030
Persistent link: https://www.econbiz.de/10011979349
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2
Extreme value theory, asset ranking and threshold choice : a practical note on VaR estimation
Auer, Benjamin R.
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10013262944
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