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Operational risk : A Basel II+...
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Multivariate distribution
Risikomaß
266
Risk measure
265
risk measures
229
Risk measures
216
Theorie
209
Theory
208
Risk
206
Risiko
205
Risk management
164
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158
Messung
153
Measurement
152
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130
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129
Multivariate Verteilung
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
Forecasting model
28
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Undetermined
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Free
20
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6
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76
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Sahamkhadam, Maziar
4
Stephan, Andreas
4
Karmakar, Madhusudan
3
Paul, Samit
3
Reboredo, Juan Carlos
3
Tiwari, Aviral Kumar
3
Bedoui, Rihab
2
Bee, Marco
2
BenSaïda, Ahmed
2
Czado, Claudia
2
El Qalli, Yassine
2
Eling, Martin
2
Ghorbel, Ahmed
2
Hambuckers, Julien
2
Hofert, Marius
2
Huang, Chin-wen
2
Jiang, Cuixia
2
Jung, Kwangmin
2
Liu, Yezheng
2
Lööf, Hans
2
Mangold, Benedikt
2
Mejdoub, Hanène
2
Nguyen, Duc Khuong
2
Paraschiv, Florentina
2
Said, Khalil
2
Ugolini, Andrea
2
Xu, Qifa
2
Ahn, Jae Youn
1
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1
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1
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1
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1
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1
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1
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1
Boako, Gideon
1
Boubaker, Sabri
1
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1
Brazauskas, Vytaras
1
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Insurance / Mathematics & economics
5
Risks : open access journal
5
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
Energy economics
3
International review of economics & finance : IREF
3
Economic modelling
2
FAU discussion papers in economics
2
Finance research letters
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International Journal of Financial Studies : open access journal
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2
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2
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1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied economics letters
1
CESIS electronic working paper series
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
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1
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1
DEM working papers
1
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1
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1
Economic and political studies : EPS
1
Handbook of Insurance : Volume II
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of entrepreneurship and small business : IJESB
1
International journal of forecasting
1
International journal of risk assessment and management : IJRAM
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of forest economics : JFE
1
Journal of multinational financial management
1
Journal of the Operational Research Society
1
Quantitative finance
1
Quantitative finance and economics
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Review of financial economics : RFE
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1
Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
International journal of risk assessment and management …
17
(
2013
)
2
,
pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
Saved in:
2
Hedge funds portfolio optimisation using a vine copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Noiali, Sameh
;
Hamdi, Haykel
- In:
International journal of entrepreneurship and small …
39
(
2020
)
1/2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10012176750
Saved in:
3
Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets : an Empirical Study in China and the U.S.
Wang, Peiwan
;
Zong, Lu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012665486
Saved in:
4
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
5
Effectiveness of copula-extreme value theory in estimating value-at-risk : empirical evidence from Asian emerging markets
Hsu, Chun-pin
;
Huang, Chin-wen
;
Chiou, Wan-jiun Paul
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 447-468
Persistent link: https://www.econbiz.de/10009690403
Saved in:
6
Influence of external factors on the Taiwan Stock Exchange
Huang, Chin-wen
- In:
The international journal of business and finance …
8
(
2014
)
4
,
pp. 109-120
Persistent link: https://www.econbiz.de/10010361313
Saved in:
7
Co-movement, dependence structure and ethical investment funds under GFC
Luo, Hang
;
Bhatti, Muhammad Ishaq
- In:
Theoretical economics letters
9
(
2019
)
6
,
pp. 1852-1872
Persistent link: https://www.econbiz.de/10012239703
Saved in:
8
Portfolio optimization from a Copulas-GJR-GARCH-
EVT
-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Saved in:
9
Measuring quantile risk hedging effectiveness : a GO-GARCH-
EVT
-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
10
Downside risk and portfolio optimization of energy stocks : a study on the extreme value theory and the vine copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
The energy journal
44
(
2023
)
2
,
pp. 139-179
Persistent link: https://www.econbiz.de/10014249083
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