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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Risikomaß
11
Risk measure
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Estimation theory
5
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Gouriéroux, Christian
7
Fermanian, Jean-David
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Francq, Christian
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Liu, Wei
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Zakoïan, Jean-Michel
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Heam, J.-C.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
115
Finance research letters
115
Risks : open access journal
109
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
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Journal of empirical finance
55
Applied economics
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Journal of risk and financial management : JRFM
53
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
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The journal of operational risk
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Journal of forecasting
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Journal of econometrics
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Computational economics
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International review of economics & finance : IREF
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The European journal of finance
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Research in international business and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Applied economics letters
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Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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Finance and stochastics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric Institute research papers
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Pacific-Basin finance journal
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ECONIS (ZBW)
11
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1
Estimation adjusted VaR
Gouriéroux, Christian
;
Zakoïan, Jean-Michael
-
2012
Persistent link: https://www.econbiz.de/10009748868
Saved in:
2
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
3
The limits of granularity adjustments
Fermanian, Jean-David
-
2013
Persistent link: https://www.econbiz.de/10010342709
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4
Funding liquidity risk from a regulatory perspective
Gouriéroux, Christian
;
Heam, J.-C.
-
2013
Persistent link: https://www.econbiz.de/10010342724
Saved in:
5
Granularity theory with application to finance and insurance
Gouriéroux, Christian
;
Gagliardini, Patrick
-
2011
Persistent link: https://www.econbiz.de/10009412290
Saved in:
6
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
7
Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003422288
Saved in:
8
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
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:
10
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
11
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
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