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~person:"Jiménez-Martín, Juan-Ángel"
~person:"Pérez Amaral, Teodosio"
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Search: subject:"Value at Risk"
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Basel Accord
38
Basler Akkord
34
Risikomaß
34
Risk measure
33
Portfolio selection
20
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20
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19
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robust forecasts
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Jiménez-Martín, Juan-Ángel
Pérez Amaral, Teodosio
McAleer, Michael
193
Allen, David E.
59
Härdle, Wolfgang
58
Chang, Chia-Lin
51
Wang, Ruodu
49
Stoja, Evarist
43
Daníelsson, Jón
41
Hammoudeh, Shawkat
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Fabozzi, Frank J.
37
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Dowd, Kevin
33
Polanski, Arnold
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Paolella, Marc S.
31
Gerlach, Richard
28
Powell, Robert
28
Embrechts, Paul
27
Lucas, André
27
Pérez-Amaral, Teodosio
27
Vanduffel, Steven
27
Caporin, Massimiliano
26
Härdle, Wolfgang Karl
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Righi, Marcelo Brutti
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Rüschendorf, Ludger
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Giot, Pierre
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23
Hautsch, Nikolaus
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ECONIS (ZBW)
33
RePEc
14
EconStor
3
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21
Has the Basel II accord encouraged risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
to measure
Value-at-Risk
(VaR). The risk estimates of these models are used to determine capital requirements and …
Persistent link: https://www.econbiz.de/10011378354
Saved in:
22
GFC-robust risk management strategies under the basel accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
Persistent link: https://www.econbiz.de/10008664042
Saved in:
23
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
24
Has the Basel II Accord encouraged risk management dur the 2008-09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003851225
Saved in:
25
What happened to risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003877129
Saved in:
26
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
27
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
28
A decision rule to minimize daily capital charges in forecasting
value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2008
daily risk estimates to the monetary authorities at the beginning of the trading day, using a variety of
Value-at-Risk
(VaR …
Persistent link: https://www.econbiz.de/10003893363
Saved in:
29
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
30
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
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