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~person:"Scaillet, Olivier"
~subject:"Risk measure"
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Search: subject:"Statistik"
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Risk measure
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Theorie
32
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32
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27
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27
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18
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Scaillet, Olivier
Härdle, Wolfgang
20
Wang, Weining
11
Dijk, Herman K. van
10
Escanciano, Juan Carlos
9
Hoogerheide, Lennart
9
Bauwens, Luc
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8
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7
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6
Guillén, Montserrat
6
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6
Kratz, Marie
6
Linton, Oliver
6
Peng, Liang
6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
Lima, Luiz Renato
5
Mancini, Loriano
5
Marcellino, Massimiliano
5
McNeil, Alexander J.
5
Pei, Pei
5
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5
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5
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ECONIS (ZBW)
9
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Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
2
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:
3
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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
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:
6
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2915-2931
Persistent link: https://www.econbiz.de/10002410710
Saved in:
7
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001764671
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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