//--> //--> //--> //-->
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
~isPartOf:"Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~isPartOf:"FAME research paper series"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~person:"Scaillet, Olivier"
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:"Statistik"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Risikomanagement
5
Risikomaß
5
Risk management
5
Risk measure
5
Credit risk
4
Estimation theory
4
Kreditrisiko
4
Schätztheorie
4
Statistical distribution
4
Statistical test
4
Statistische Verteilung
4
Statistischer Test
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Core
3
Estimation
3
Portfolio selection
3
Portfolio-Management
3
Schätzung
3
Brasilien
2
Brazil
2
Einkommensverteilung
2
Health insurance
2
Income distribution
2
Krankenversicherung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtlineare Optimierung
2
Nonlinear programming
2
Schweiz
2
Sensitivity analysis
2
Sensitivitätsanalyse
2
Switzerland
2
Theorie
2
Theory
2
Bank risk
1
Bankrisiko
1
Bayes-Statistik
1
more ...
less ...
Online availability
All
Free
10
Undetermined
1
Type of publication
All
Book / Working Paper
15
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Scaillet, Olivier
Kuhn, Daniel
6
Sim, Melvyn
6
Rolle, Jean-Daniel
4
Wiesemann, Wolfram
4
Besbes, Omar
3
Delage, Erick
3
Denuit, Michel
3
Ghose, Anindya
3
Hoesli, Martin
3
Hong, L. Jeff
3
Jagabathula, Srikanth
3
Lim, Andrew E. B.
3
Alós-Ferrer, Carlos
2
Ansari, Asim
2
Bandi, Chaithanya
2
Bastani, Hamsa
2
Bertsimas, Dimitris
2
Blanchet, Jose
2
Bradlow, Eric T.
2
Cauchie, Séverine
2
Chick, Stephen E.
2
Cire, Andre A.
2
Ebbes, Peter
2
Fermanian, Jean-David
2
Gur, Yonatan
2
Hagmann, Matthias
2
Ipeirotis, Panagiotis G.
2
Lam, Henry
2
Macnamara, Gregory
2
Mamani, Hamed
2
Musalem, Andrés
2
Olivares, Marcelo
2
Qi, Jin
2
Ramdas, Kamalini
2
Renault, Olivier
2
Saban, Daniela
2
Simchi-Levi, David
2
Stewart, Neil
2
Trichakis, Nikolaos
2
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
3
Published in...
All
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
FAME research paper series
Management science : journal of the Institute for Operations Research and the Management Sciences
Research paper series / Swiss Finance Institute
19
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
15
Swiss Finance Institute Research Paper
14
Journal of econometrics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research paper / International Center for Financial Asset Management and Engineering
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annals of economics and statistics
1
CORE discussion paper : DP
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Econometric theory
1
FINRISK Working Paper Series
1
IRES discussion papers
1
International journal of forecasting
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Swiss Finance Institute Research Paper 06-30
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
1
Working Paper
1
Working Paper No. 583
1
Working paper / Centre for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
3
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
4
Testing for stochastic dominance efficiency
Scaillet, Olivier
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003078845
Saved in:
5
Multivariate wavelet-based shape preserving estimation for dependant observations
Cosma, Antonio
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003074209
Saved in:
6
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
Saved in:
7
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
Saved in:
8
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
Saved in:
9
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
10
Testing for concordance ordering
Cebrian, Ana C.
;
Denuit, Michel
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001687882
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->