//--> //--> //-->
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
~person:"Hassani, Samir Saissi"
~type_genre:"CD-ROM, DVD"
~type_genre:"Working Paper"
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_exact:"Value at risk"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
8
Basler Akkord
8
Risikomaß
8
Risk measure
8
CVaR
6
Statistical distribution
6
Statistische Verteilung
6
VAR model
6
VAR-Modell
6
VaR
6
Forecasting model
5
Prognoseverfahren
5
Conditional forecasting
4
Regulation
4
Regulierung
4
backtesting
4
Basel regulation for market risk
3
Estimation
3
Schätzung
3
heavy tailed distributions
3
Backtesting
2
Bank risk
2
Bankrisiko
2
Basel III
2
Expected Shortfall
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
fat-tail distribution
2
mixture of distributions
2
parametric model
2
1994-2005
1
Aktienindex
1
Basel settlements
1
Heavy tailed distributions
1
Market risk
1
Marktrisiko
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risk management
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
CD-ROM, DVD
Working Paper
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
6
French
2
Author
All
Hassani, Samir Saissi
McAleer, Michael
66
Allen, David E.
31
Pérez Amaral, Teodosio
25
Chang, Chia-Lin
21
Jiménez-Martín, Juan-Ángel
21
Härdle, Wolfgang
20
Härdle, Wolfgang Karl
20
Daníelsson, Jón
18
Vries, Casper G. de
18
Huschens, Stefan
16
Mittnik, Stefan
16
Hoogerheide, Lennart
15
Powell, Robert
14
Lucas, André
13
Paolella, Marc S.
13
Schienle, Melanie
13
Caporin, Massimiliano
12
Giot, Pierre
12
Hautsch, Nikolaus
12
Schaumburg, Julia
12
Stoja, Evarist
12
Roszbach, Kasper
10
Bauwens, Luc
9
Broll, Udo
9
Chlebus, Marcin
9
Dijk, Herman K. van
9
Fortin, Ines
9
Gouriéroux, Christian
9
Albrecht, Peter
8
Chen Zhou
8
Cremers, Heinz
8
Dhaene, Jan
8
Hyung, Namwon
8
Koopman, Siem Jan
8
Okhrin, Ostap
8
Rengifo, Erick W.
8
Wang, Weining
8
Chen, Cathy Yi-Hsuan
7
Dowd, Kevin
7
more ...
less ...
Published in...
All
CIRRELT
4
Working papers
4
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
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/10014232280
Saved in:
3
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:
4
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012939393
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/10013273453
Saved in:
6
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->