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Bistline, John E. - In: Climate change economics 6 (2015) 2, pp. 1-21

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Estimating and forecasting conditional risk measures with extreme value theory : a review

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One of the key components of financial risk management is risk measurement. This typically requires modeling … financial econometrics literature have developed several models based on Extreme Value Theory (EVT) to carry out these tasks …

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Endogenous second moments : a unified approach to fluctuations in risk, dispersion, and uncertainty

Straub, Ludwig; Ulbricht, Robert - 2016

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Moment risks : investment for self and for a firm

Desmoulins-Lebeault, François; Meunier, Luc - In: Decision analysis : a journal of the Institute for … 15 (2018) 4, pp. 242-266

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Ranking distributions when only means and variances are known

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Persistent link: https://www.econbiz.de/10012159289

Ranking distributions when only means and variances are known

Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; … - 2020 - Revised version of 2019/37/DSC

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On the definition of risk

Lemos, Filipe - In: Journal of risk management in financial institutions 13 (2019/2020) 3, pp. 266-278

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Modelling European sovereign default probabilities with copulas

Szetela, Beata; Mentel, Grzegorz; Brożyna, Jacek - In: Economic research 32 (2019) 1,2, pp. 1716-1726

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The impacts of kurtosis on risk stationarity : some empirical evidence

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An applied procedure for estimating and simulating multivariate empirical (MVE) probability distributions in farm-level risk assessment and policy analysis

Richardson, James W.; Klose, Steven L.; Gray, Allan W. - In: Journal of agricultural and applied economics 32 (2000) 2, pp. 299-315

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