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Search: subject:"extreme value methodologies"
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BRICS
6
Basel Accord
6
VIX futures
6
Currency hedging strategies
5
Value-at-Risk
5
extreme value methodologies
5
country risk ratings
4
fast clustering
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forecasting
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mixture models
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risk management
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volatility spillovers
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extreme market risk
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BRICS-Staaten
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Basler Akkord
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Country risk ratings
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Extreme market risk
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Fast clustering
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Forecasting
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Länderrisiko
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Risikomaß
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Risk management
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Spillover-Effekt
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Volatilität
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Währungsspekulation
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Ausreißer
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BRICS countries
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Country risk
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Extreme value methodologies
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Extremwerttheorie
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Outliers
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Portfolio selection
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Risk measure
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currency hedging strategies
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Chang, Chia-Lin
6
McAleer, Michael
6
Allen, David E.
4
Amaral, Teodosio Perez
3
Allen, Allen, D.E.
1
Allen, David Edmund
1
Amaral, Teodosio Pérez
1
Pérez Amaral, Teodosio
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Tang, Ju-Ting
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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1
Institute of Economic Research, Kyoto University
1
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RePEc
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EconStor
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1
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
via Gaussian mixture models, GFC-robust risk management under the Basel Accord using
extreme
value
methodologies
…
Persistent link: https://www.econbiz.de/10010326135
Saved in:
2
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
Tinbergen Instituut
-
2013
via Gaussian mixture models, GFC-robust risk management under the Basel Accord using
extreme
value
methodologies
…
Persistent link: https://www.econbiz.de/10011256696
Saved in:
3
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
McAleer, Michael
;
perez-amaral, teodosio
; …
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2013
via Gaussian mixture models, GFC-robust risk management under the Basel Accord using
extreme
value
methodologies
…
Persistent link: https://www.econbiz.de/10010732625
Saved in:
4
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David Edmund
;
McAleer, Michael
; …
-
Facultad de Ciencias Económicas y Empresariales, …
-
2013
via Gaussian mixture models, GFC-robust risk management under the Basel Accord using
extreme
value
methodologies
…
Persistent link: https://www.econbiz.de/10010778723
Saved in:
5
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
Institute of Economic Research, Kyoto University
-
2013
via Gaussian mixture models, GFC-robust risk management under the Basel Accord using
extreme
value
methodologies
…
Persistent link: https://www.econbiz.de/10010674394
Saved in:
6
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
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