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Bayesian operational risk models
Figini, Silvia; Gao, Lijun; Giudici, Paolo - In: The journal of operational risk 10 (2015) 2, pp. 45-60
Persistent link: https://www.econbiz.de/10011298859
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Modeling correlated frequencies with application in operational risk management
Badescu, Andrei L.; Gong, Lan; Lin, X. Sheldon; Tang, Dameng - In: The journal of operational risk 10 (2015) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10011298878
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Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique; Hassani, Bertrand - 2015
Persistent link: https://www.econbiz.de/10011635443
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Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John; Hammoudeh, Shawkat; Gupta, Rangan - In: Pacific-Basin finance journal 42 (2017), pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
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New trade models, different distributions, same old results?
Ikizler, Burcin; Pehlivan, Ayse Ozgur - In: Economics letters 187 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012504437
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Modifikation der Verteilungsannahme im Value-at-Risk-Modell
Jödicke, Ralf; Schremper, Ralf - 1999
Persistent link: https://www.econbiz.de/10001404275
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Optionsbewertung und Risikomessung mit impliziten Binomialbäumen
Neumann, Marco - 1999
Persistent link: https://www.econbiz.de/10001374429
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Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf - 2001
Persistent link: https://www.econbiz.de/10001583953
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Tail-dependence in stock-return pairs
Fortin, Ines; Kuzmics, Christoph - 2002
Persistent link: https://www.econbiz.de/10001736255
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Value at risk für Kreditinstitute : Erfassung des aggregierten Marktrisikopotentials
Meyer, Christoph - 1999
Persistent link: https://www.econbiz.de/10000682592