//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Banco Central do Brasil"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~institution:"Université de Lausanne / Institut de gestion bancaire et financière"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Conditional value at risk"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
5
Risk measure
5
Theorie
4
Theory
4
Risiko
3
Risk
3
Analysis of variance
2
Varianzanalyse
2
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Bid-ask spread
1
Brasilien
1
Brazil
1
Estimation theory
1
Geld-Brief-Spanne
1
Interest rate risk
1
Portfolio selection
1
Portfolio-Management
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
Value at Risk
1
Zinsrisiko
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Language
All
English
4
German
1
Author
All
Huschens, Stefan
3
Kurz-Kim, Jeong-Ryeol
2
Duffie, Darrell
1
Kim, Jeong-Ryeol
1
Rodrigues Neto, José Alvaro
1
Ziegler, Alexandre
1
Institution
All
Banco Central do Brasil
Erasmus University Rotterdam, Econometric Institute
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
Université de Lausanne / Institut de gestion bancaire et financière
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Pensions Institute
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Basel Committee on Banking Supervision
2
Federal Reserve Bank of San Francisco
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
Harvard Institute for International Development
1
International Monetary Fund
1
Massachusetts Institute of Technology / Department of Economics
1
Melbourne Business School
1
The Wharton Financial Institutions Center
1
Trinity College Dublin / Department of Economics
1
Umeå Universitet / Institutionen för Nationalekonomi
1
University of Strathclyde / Department of Economics
1
University of York / Department of Economics and Related Studies
1
more ...
less ...
Published in...
All
Dresdner Beiträge zu quantitativen Verfahren
3
Research paper / International Center for Financial Asset Management and Engineering
1
Série de trabalhos para discussão
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidation risk
Ziegler, Alexandre
;
Duffie, Darrell
-
2001
Persistent link: https://www.econbiz.de/10001592003
Saved in:
2
The correlation matrix of the Brazilian Central Bank's standard model for interest rate market risk
Rodrigues Neto, José Alvaro
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001741764
Saved in:
3
Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1998
Persistent link: https://www.econbiz.de/10001422900
Saved in:
4
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
5
Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10013440918
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->