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~person:"Gouriéroux, Christian"
~person:"Huschens, Stefan"
~subject:"Estimation theory"
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Search: subject:"Value at Risk"
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Estimation theory
Risikomaß
36
Risk measure
36
Theorie
29
Theory
29
Kreditrisiko
14
Credit risk
13
Portfolio selection
13
Portfolio-Management
13
Schätztheorie
13
Risiko
7
Risk
7
Bank risk
6
Bankrisiko
6
Messung
6
Value at Risk
6
Measurement
5
Regulation
5
Risikomanagement
5
Risk management
5
Value-at-Risk
5
Asset/Liability Management
4
Funding Liquidity Risk
4
Liquidity Shortage
4
Solvency 2
4
Analysis of variance
3
Basel Accord
3
Basler Akkord
3
Maßzahl
3
Simulation
3
Statistical measures
3
Statistical method
3
Statistische Methode
3
Varianzanalyse
3
Asset-liability management
2
Bank regulation
2
Bankenregulierung
2
Bilanzstrukturmanagement
2
Definition
2
Factor analysis
2
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Free
1
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10
Article
3
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10
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10
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10
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10
Amtsdruckschrift
2
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2
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2
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Language
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English
9
German
4
Author
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Gouriéroux, Christian
Huschens, Stefan
Ardia, David
9
Francq, Christian
8
Zakoïan, Jean-Michel
8
Cai, Zongwu
5
Daouia, Abdelaati
5
Hoogerheide, Lennart
5
Lönnbark, Carl
5
Pei, Pei
5
Stupfler, Gilles
5
Escanciano, Juan Carlos
4
Hoga, Yannick
4
Hoogerheide, Lennart F.
4
Hou, Yanxi
4
Härdle, Wolfgang
4
Höse, Steffi
4
Kondor, Imre
4
Kratz, Marie
4
Lucas, André
4
Manganelli, Simone
4
Peng, Liang
4
Taylor, James W.
4
Wang, Weining
4
Angelidis, Timotheos
3
Bluteau, Keven
3
Bormann, Carsten
3
Borowska, Agnieszka
3
Bräutigam, Marcel
3
Caccioli, Fabio
3
Ceretta, Paulo Sergio
3
De Luca, Giovanni
3
Dijk, Herman K. van
3
El Ghourabi, Mohamed
3
Gammoudi, Imed
3
Giacomini, Enzo
3
Gibson, Michael S.
3
Girard, Stéphane
3
Guillou, Armelle
3
Guillén, Montserrat
3
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Institution
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Published in...
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Dresdner Beiträge zu quantitativen Verfahren
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Journal of econometrics
1
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
1
Série des documents de travail
1
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ECONIS (ZBW)
13
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1
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
2
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
;
Huschens, Stefan
- In:
Operations research proceedings 2010 : selected papers …
,
(pp. 111-116)
.
2011
Persistent link: https://www.econbiz.de/10009270870
Saved in:
3
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
4
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
5
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
6
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
7
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
8
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
9
Local likelihood density estimation and
value
at
risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
10
Value-at-Risk
-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
1
2
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