//--> //--> //-->
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:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Gouriéroux, Christian"
~source:"econis"
~subject:"Estimation theory"
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:"Value at Risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Risikomaß
7
Risk measure
7
Portfolio selection
4
Portfolio-Management
4
Schätztheorie
3
Theorie
3
Theory
3
Measurement
2
Messung
2
ARCH model
1
ARCH-Modell
1
Asset/Liability Management
1
Bank liquidity
1
Bank regulation
1
Bankenliquidität
1
Bankenregulierung
1
Basel Accord
1
Basler Akkord
1
Betriebliche Liquidität
1
Bias
1
Core
1
Corporate liquidity
1
Credit risk
1
Funding Liquidity Risk
1
Kreditrisiko
1
Liquidity
1
Liquidity Shortage
1
Liquidität
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Regulation
1
Regulierung
1
Risikomanagement
1
Risk management
1
Solvency 2
1
Systematischer Fehler
1
Systemic risk
1
Systemrisiko
1
Time series analysis
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Amtsdruckschrift
2
Government document
2
Language
All
English
3
Author
All
Gouriéroux, Christian
Francq, Christian
2
Zakoïan, Jean-Michel
2
Horváth, Lajos
1
Jasiak, Joann
1
Liu, Wei
1
Robert, Christian Yann
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
1
Série des documents de travail
1
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
2
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
3
Local likelihood density estimation and
value
at
risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->