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~person:"Casarin, Roberto"
~person:"Hassani, Samir Saissi"
~source:"econis"
~subject:"Risikomaß"
~type_genre:"Non-commercial literature"
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Basel Accord
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1994-2005
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Casarin, Roberto
Hassani, Samir Saissi
McAleer, Michael
29
Pérez Amaral, Teodosio
25
Jiménez-Martín, Juan-Ángel
19
Chang, Chia-Lin
11
Dionne, Georges
6
Allen, David E.
5
Jimenez-Martin, Juan-Angel
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Maasoumi, Esfandiar
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Santos, Paulo Araújo
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Altman, Edward I.
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Brady, Brooks
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Casellina, Simone
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Cremers, Heinz
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Daníelsson, Jón
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Farkas, Walter
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Fricke, Jens
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Gouriéroux, Christian
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Herring, Richard J.
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Jaschke, Stefan R.
2
Lindé, Jesper
2
Molinari, Robert D.
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Munari, Cosimo-Andrea
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Nguyen, Tristan
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Panoš, Jiří
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Pauly, Ralf
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Powell, Robert
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Resti, Andrea
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Roszbach, Kasper
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Rösch, Daniel
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Schuermann, Til
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Sironi, Andrea
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Siuda, Vojtěch
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Stahl, Gerhard
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Stehle, Richard
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Švéda, Josef
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Adrian, Tobias
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Alexander, Carol
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Alexander, Gordon J.
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ECONIS (ZBW)
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Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
2
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014234014
Saved in:
3
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012939393
Saved in:
4
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
5
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013279729
Saved in:
6
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
7
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
Saved in:
8
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
9
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619354
Saved in:
10
Risk management of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413659
Saved in:
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