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~person:"Scaillet, Olivier"
~subject:"Risk management"
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Search: subject:"Statistik"
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Risk management
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Theorie
32
Theory
32
Estimation theory
27
Schätztheorie
27
Statistical test
18
Statistischer Test
18
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17
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13
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Scaillet, Olivier
Härdle, Wolfgang
7
Shevchenko, Pavel V.
6
Escanciano, Juan Carlos
5
Chen, Ying
4
Embrechts, Paul
4
Fermanian, Jean-David
4
Giudici, Paolo
4
Jacobs, Michael <Jr.>
4
Mao, Tiantian
4
McNeil, Alexander J.
4
Schuermann, Til
4
Tursunalieva, Ainura
4
Westgaard, Sjur
4
Carcano, Nicola
3
Chu, Chengbin
3
Chu, Feng
3
Daníelsson, Jón
3
Denuit, Michel
3
Engle, Robert F.
3
Goderniaux, Anne-Cécile
3
Hambuckers, Julien
3
Hosseini, Seyedmohsen
3
Hualde, Javier
3
Hurlin, Christophe
3
Ivanov, Dmitry
3
Koopman, Siem Jan
3
Kratz, Marie
3
Li, Hong
3
Liu, Haiyan
3
Liu, Ming
3
Lucas, André
3
Manganelli, Simone
3
Martins-Filho, Carlos
3
Melenberg, Bertrand
3
Mitic, Peter
3
Mora-Valencia, Andrés
3
Nguyen, Son
3
Peters, Gareth W.
3
Qazi, Abroon
3
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International Center for Financial Asset Management and Engineering
1
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FAME research paper series
3
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Journal of banking & finance
1
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1
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ECONIS (ZBW)
9
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Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
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
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:
5
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
Saved in:
6
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
Saved in:
7
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
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/10001807607
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/10001812434
Saved in:
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