Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
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
Infrequent Extreme Risks
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Measurement
2
Messung
2
Risiko
2
Risikomanagement
2
Risikomaß
2
Risk
2
Risk management
2
Risk measure
2
Ausreißer
1
Estimation
1
Extremal Index
1
Forecasting model
1
Independence
1
Index
1
Index number
1
Outliers
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risk measures
1
Schätzung
1
Statistical test
1
Statistischer Test
1
Theorie
1
Theory
1
VAR model
1
VAR-Modell
1
VaR Backtesting
1
asymptotic exponential distribution
1
expected shortfall
1
financial network
1
risk management
1
value-at-risk
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Working Paper
2
Forschungsbericht
1
Language
All
English
2
Author
All
Bücher, Axel
1
Klüppelberg, Claudia
1
Posch, Peter N.
1
Schmidtke, Philipp
1
Seifert, Miriam
1
Institution
All
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
National Bureau of Economic Research
39
Springer Fachmedien Wiesbaden
9
Basel Committee on Banking Supervision
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
European Central Bank
5
Springer-Verlag GmbH
4
University of Canterbury / Dept. of Economics and Finance
4
Friedrich-Schiller-Universität Jena
3
Lunds Universitet / Nationalekonomiska Institutionen
3
Pensions Institute
3
RWTH <Aachen> / Lehrstuhl für Betriebswirtschaftslehre, Betriebliche Finanzwirtschaft
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Banco Central do Brasil
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Federal Reserve Bank of San Francisco
2
Federal Reserve Bank of St. Louis
2
FernUniversität in Hagen
2
Gottfried Wilhelm Leibniz Universität Hannover
2
HFDF <2, 1998, Zürich>
2
International Center for Financial Asset Management and Engineering
2
Københavns Universitet / Økonomisk Institut
2
London School of Economics and Political Science / Department of Operational Research
2
RWTH <Aachen> / Lehrstuhl für Unternehmenstheorie
2
University of Strathclyde / Department of Economics
2
Universität Konstanz
2
Verlag Dr. Kovač
2
Australian National University / Faculty of Economics and Commerce
1
Bank für Internationalen Zahlungsausgleich
1
Bank-Verlag GmbH
1
Bergische Universität Wuppertal
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre of Policy Studies
1
more ...
less ...
Published in...
All
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
Saved in:
2
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
