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~person:"Scaillet, Olivier"
~subject:"Risiko"
~subject:"Risikomanagement"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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Risiko
Risikomanagement
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19
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14
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14
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Scaillet, Olivier
Broll, Udo
25
Schuermann, Til
23
McAleer, Michael
19
Stulz, René M.
19
Vries, Casper G. de
19
Acharya, Viral V.
18
Engle, Robert F.
18
Dionne, Georges
17
Kunreuther, Howard
17
Daníelsson, Jón
16
Lucas, André
16
Pelizzon, Loriana
16
Härdle, Wolfgang
14
Franke, Günter
13
Maurer, Raimond
13
Blake, David
12
Rochet, Jean-Charles
11
Christoffersen, Peter F.
10
Gollier, Christian
10
Krahnen, Jan Pieter
10
Manganelli, Simone
10
Cole, Shawn
9
Csóka, Péter
9
Giglio, Stefano
9
Giné, Xavier
9
Korn, Olaf
9
Merton, Robert C.
9
Michel-Kerjan, Erwann
9
Stoja, Evarist
9
Stroebel, Johannes
9
Vickery, James
9
Weigert, Florian
9
Wijnbergen, Sweder van
9
Allen, Franklin
8
Czarnitzki, Dirk
8
Diebold, Francis X.
8
Giannetti, Mariassunta
8
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8
Lo, Andrew W.
8
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
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2
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ECONIS (ZBW)
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1
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
2
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
3
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
4
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
Saved in:
5
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
Saved in:
6
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
8
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
9
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
10
Nonparametric estimation of copulas for time series
Fermanian, Jean-David
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001732499
Saved in:
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