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Operational risk : A Basel II+...
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Forecasting model
Risikomaß
266
Risk measure
265
risk measures
229
Risk measures
218
Theorie
209
Theory
208
Risk
206
Risiko
205
Risk management
165
Risikomanagement
158
Messung
153
Measurement
152
Portfolio selection
130
Portfolio-Management
129
Multivariate Verteilung
81
Multivariate distribution
81
Bank risk
58
Bankrisiko
58
EVT
56
Statistical distribution
53
Statistische Verteilung
53
Vine copula
44
Risikomodell
42
Risk model
42
Stochastic process
41
Stochastischer Prozess
41
Capital income
37
Kapitaleinkommen
37
Mathematical programming
36
Mathematische Optimierung
36
ARCH model
35
ARCH-Modell
35
Operational risk
35
vine copula
35
GARCH
31
Operationelles Risiko
30
VaR
30
Volatility
29
Volatilität
29
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Undetermined
15
Free
10
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3
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Article
25
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3
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25
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25
Arbeitspapier
3
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3
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2
Non-commercial literature
2
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English
28
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Bücher, Axel
2
Ji, Min
2
Muzzioli, Silvia
2
Posch, Peter N.
2
Righi, Marcelo Brutti
2
Schmidtke, Philipp
2
Algieri, Bernardina
1
Aminzadeh, Mostafa
1
Arrieta-Prieto, Mario
1
Capriotti, Alessio
1
Ceretta, Paulo Sergio
1
Chebbi, Ali
1
Chen, Jim
1
Demetrescu, Matei
1
Dendramis, Yiannis
1
Deng, Min
1
Ding, Xiaoyi
1
Elyasiani, Elyas
1
Gambarelli, Luca
1
Gomes, Leonardo Lima
1
Hallin, Marc
1
Hedhli, Amel
1
Hoga, Yannick
1
Jiang, Cuixia
1
Karmakar, Madhusudan
1
Khadotra, Ravi
1
Klotzle, Marcelo Cabus
1
Koliai, Lyes
1
Lahiri, Kajal
1
Leccadito, Arturo
1
Liu, Wei-Han
1
Liu, Yezheng
1
Lorimer, Douglas Austen
1
Müller, Fernanda Maria
1
Nguyen, Phong Minh
1
Nwafor, Chioma N.
1
Nwafor, Obumneme Z.
1
Onalo, Chris
1
Pandey, Asheesh
1
Pinto, Antônio Carlos Figueiredo
1
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
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Journal of forecasting
3
Risks : open access journal
3
Applied economics
1
DEMB working paper series
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
ECARES working paper
1
Finance research letters
1
Insurance / Mathematics & economics
1
International journal of financial markets and derivatives
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics & business
1
Journal of financial econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Multinational finance journal
1
Review of financial economics : RFE
1
Risk management : a journal of risk, crisis and disaster
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The Geneva papers on risk and insurance - issues and practice
1
The journal of operational risk
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Theoretical economics letters
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ECONIS (ZBW)
28
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1
The use of business intelligence and predictive analytics in detecting and managing occupational fraud in Nigerian banks
Nwafor, Chioma N.
;
Nwafor, Obumneme Z.
;
Onalo, Chris
- In:
The journal of operational risk
14
(
2019
)
3
,
pp. 95-120
Persistent link: https://www.econbiz.de/10012132748
Saved in:
2
Electricity prices forecast analysis using the extreme value theory
Simões, Mário Domingues de Paula
;
Klotzle, Marcelo Cabus
- In:
International journal of financial markets and derivatives
5
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011589159
Saved in:
3
Extreme risk modeling : an
EVT
-pair-copulas approach for financial stress tests
Koliai, Lyes
- In:
Journal of banking & finance
70
(
2016
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
Saved in:
4
Forecasting liquidity-adjusted VaR : a conditional
EVT
-copula approach
Karmakar, Madhusudan
;
Khadotra, Ravi
- In:
Review of financial economics : RFE
41
(
2023
)
3
,
pp. 283-321
Persistent link: https://www.econbiz.de/10014336153
Saved in:
5
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
6
Asymmetric forecast densities for U.S. macroeconomic variables from a Gaussian copula model of cross-sectional and serial dependence
Smith, Michael S.
;
Vahey, Shaun P.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 416-434
Persistent link: https://www.econbiz.de/10011691656
Saved in:
7
Modelling mortality dependence : an application of dynamic vine copula
Rui, Zhou
;
Ji, Min
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 241-255
Persistent link: https://www.econbiz.de/10012649231
Saved in:
8
Portfolio selection based on predictive joint return distribution
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Liu, Yezheng
- In:
Applied economics
51
(
2019
)
2
,
pp. 196-206
Persistent link: https://www.econbiz.de/10012160468
Saved in:
9
Construction of leading economic index for recession prediction using vine copulas
Lahiri, Kajal
;
Yang, Liu
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 193-212
Persistent link: https://www.econbiz.de/10012657686
Saved in:
10
Spatio-temporal probabilistic forecasting of wind power for multiple farms : a copula-based hybrid model
Arrieta-Prieto, Mario
;
Schell, Kristen R.
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 300-320
Persistent link: https://www.econbiz.de/10013347791
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