//--> //--> //-->
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:"Mcneil, Alexander J."
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: person:"Frey, Rüdiger"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
2
Language
All
Undetermined
2
Author
All
Mcneil, Alexander J.
Frey, Rüdiger
90
Stremme, Alexander
10
Sommer, Daniel
8
McNeil, Alexander J.
7
Sin, Carlos A.
7
Runggaldier, Wolfgang J.
6
Schmidt, Thorsten
6
Embrechts, Paul
4
Backhaus, Jochen
3
FREY, RÜDIGER
3
Frey, Rudiger
3
Hledik, Juraj
3
McNeil, Alexander
3
Patie, Pierre
3
Bordag, Ljudmila A.
2
Colaneri, Katia
2
Damian, Camilla
2
Eksi, Zehra
2
Frey, Ruediger
2
Nyfeler, Mark
2
Popp, Monika
2
Runggaldier, Wolfgang
2
Rösler, Lars
2
Seydel, Roland C.
2
Weber, Stefan
2
Wunderlich, Ralf
2
BACKHAUS, JOCHEN
1
GABIH, ABDELALI
1
Gabih, Abdelali
1
Herbertsson, Alexander
1
Kurt, Kevin
1
Lu, Dan
1
RÖSLER, LARS
1
Sass, Jörn
1
Schütze, Stephan
1
Szolgyenyi, Michaela
1
WUNDERLICH, RALF
1
more ...
less ...
Published in...
All
Journal of banking & finance
1
Journal of empirical finance
1
Source
All
OLC EcoSci
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
Frey, Rüdiger
;
Mcneil, Alexander J.
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1317-1334
Persistent link: https://www.econbiz.de/10005889437
Saved in:
2
Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
Mcneil, Alexander J.
;
Frey, Rüdiger
- In:
Journal of empirical finance
7
(
2000
)
3
,
pp. 271-300
Persistent link: https://www.econbiz.de/10007241090
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->