//--> //--> //-->
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
~isPartOf:"The journal of risk model validation"
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
Un modello per l'incorporazion...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Economic crisis
1
Loss
1
Market risk
1
Marktrisiko
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Subprime financial crisis
1
Subprime-Krise
1
Verlust
1
Wirtschaftskrise
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Bee, Marco
2
Published in...
All
The journal of risk model validation
DISA Working Papers
51
ROCK Working Papers
34
Alea Tech Reports
20
Quaderni DISA
18
Department of Economics Working Papers / Dipartimento di Economia e Management, Università degli Studi di Trento
14
DEM Discussion Papers
3
Quantitative finance
3
Risks : open access journal
3
Spatial economic analysis : the journal of the Regional Studies Association
3
Applied mathematical finance
2
Computational Statistics & Data Analysis
2
DEM working papers
2
Economics letters
2
Insurance / Mathematics & economics
2
AStA Wirtschafts- und Sozialstatistisches Archiv
1
Applied Mathematical Finance
1
Economics Letters
1
Insurance: Mathematics and Economics
1
International review of financial analysis
1
Journal of Applied Econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
Letters in Spatial and Resource Sciences
1
Review of world economics
1
Risk management : an international journal
1
Risks
1
Scandinavian Journal of Statistics
1
Spatial Economic Analysis
1
The complex dynamics of economic interaction : essays in economics and econophysics
1
The journal of operational risk
1
Working paper / OFCE
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic value-at-risk models and the peaks-over-threshold method for market risk measurement : an empirical investigation during a financial crisis
Bee, Marco
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 3-45
Persistent link: https://www.econbiz.de/10010006557
Saved in:
2
Dynamic value-at-risk models and the peaks-over-threshold method for market risk measurement : an empirical investigation during a financial crisis
Bee, Marco
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 3-45
Persistent link: https://www.econbiz.de/10009572304
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->