//--> //--> //--> //-->
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
~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
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: subject:"value at risk"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
16
Theory
16
Risikomaß
14
Risk measure
14
Estimation theory
6
Kreditrisiko
6
Portfolio selection
6
Portfolio-Management
6
Schätztheorie
6
Credit risk
5
Value at Risk
5
Bank risk
4
Bankrisiko
4
Risiko
4
Risk
4
Analysis of variance
3
Simulation
3
Varianzanalyse
3
Factor analysis
2
Faktorenanalyse
2
Marktrisiko
2
Maßzahl
2
Statistical distribution
2
Statistical measures
2
Statistische Verteilung
2
Aktienmarkt
1
Asset-liability management
1
Bilanzstrukturmanagement
1
Definition
1
Measurement
1
Messung
1
Sampling
1
Stichprobenerhebung
1
Stochastic process
1
Stochastischer Prozess
1
Stock market
1
Time series analysis
1
Value at risk
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Lehrbuch
1
Textbook
1
Language
All
German
12
English
6
Author
All
Huschens, Stefan
17
Höse, Steffi
4
Kurz-Kim, Jeong-Ryeol
2
Kim, Jeong-Ryeol
1
Tillich, Daniel
1
Institution
All
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
Published in...
All
Dresdner Beiträge zu quantitativen Verfahren
Insurance / Mathematics & economics
219
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
113
Risks : open access journal
106
Finance research letters
88
Energy economics
71
Economic modelling
70
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
68
Discussion paper / Tinbergen Institute
64
MPRA Paper
61
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
43
Journal of econometrics
42
Computational economics
39
Insurance: Mathematics and Economics
39
International review of economics & finance : IREF
37
Risks
37
The European journal of finance
37
Tinbergen Institute Discussion Papers
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of Risk and Financial Management
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Tinbergen Institute Discussion Paper
34
Journal of international financial markets, institutions & money
33
Journal of economic dynamics & control
32
Scandinavian actuarial journal
32
Working papers
32
Applied economics letters
31
more ...
less ...
Source
All
ECONIS (ZBW)
16
USB Cologne (EcoSocSci)
2
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Risikomaße
Huschens, Stefan
-
2017
Persistent link: https://www.econbiz.de/10013441255
Saved in:
2
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
3
Stochastic orders and non-Gaussian risk factor models
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441203
Saved in:
4
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
5
Risikomaßzahlen für Kreditportfoliotranchen
Tillich, Daniel
-
2010
Persistent link: https://www.econbiz.de/10013441192
Saved in:
6
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
7
Von der Markt- zur Kreditrisikomessung
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10013440957
Saved in:
8
Measuring risk in
value-at-risk
in the presence of infinite variance
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10013440918
Saved in:
9
Value-at-Risk
-Berechnung durch historische Simulation
Huschens, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001558047
Saved in:
10
Anmerkungen zur
Value-at-Risk
-Definition
Huschens, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001425944
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->