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~institution:"Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~subject:"Bank risk"
~subject:"Measurement"
~subject:"Risk management"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Bank risk
Measurement
Risk management
Risiko
3
Risikomanagement
3
Risikomaß
3
Risk
3
Risk measure
3
Messung
2
Theorie
2
Theory
2
19.03.1997
1
Aktienindex
1
Ausreißer
1
Bankrisiko
1
Estimation
1
Estimation theory
1
Extremal Index
1
Independence
1
Index
1
Index number
1
Neural networks
1
Neuronale Netze
1
Neuronales Netz
1
Outliers
1
Portfolio selection
1
Portfolio-Management
1
Risk measures
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Schätztheorie
1
Schätzung
1
Statistical test
1
Statistischer Test
1
Stock index
1
VaR Backtesting
1
Welt
1
World
1
asymptotic exponential distribution
1
expected shortfall
1
financial network
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risk management
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Abberger, Klaus
1
Bol, Georg
1
Bücher, Axel
1
Klüppelberg, Claudia
1
Nakhaeizadeh, Gholamreza
1
Posch, Peter N.
1
Schmidtke, Philipp
1
Seifert, Miriam
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Vollmer, Karl-Heinz
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Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
National Bureau of Economic Research
5
Springer Fachmedien Wiesbaden
3
Springer-Verlag GmbH
3
Basel Committee on Banking Supervision
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Bank-Verlag GmbH
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
Center for Economic Research <Tilburg>
1
Columbia University / Graduate School of Business
1
Edward Elgar Publishing
1
Eidgenössische Technische Hochschule Zürich
1
Europäische Zentralbank / Group on TARGET2 Stress Testing
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Frankfurt School Verlag GmbH
1
International Center for Financial Asset Management and Engineering
1
International Risk Management Conference <5, 2012, Rom>
1
Palgrave Macmillan <Firma>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Trinity College Dublin / Department of Economics
1
UVK Verlagsgesellschaft mbH
1
Uni-Taschenbücher GmbH
1
University of York / Department of Economics and Related Studies
1
Universität Konstanz
1
Universität Mannheim
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Wiley-VCH
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Contributions to economics
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ECONIS (ZBW)
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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
Saved in:
3
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
Bol, Georg
(
ed.
);
Abberger, Klaus
(
ed.
); …
-
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
-
1998
Persistent link: https://www.econbiz.de/10014013337
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