- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
1 Online-Ressource.
- Language
-
Englisch
- Bibliographic citation
-
A Credibility Framework for Extreme Value-at-Risk ; volume:18 ; number:2 ; day:21 ; month:5 ; year:2024 ; pages:1-21 ; date:7.2024
Mathematics in computer science ; 18, Heft 2 (21.5.2024), 1-21, 7.2024
- Classification
-
Wirtschaft
- Creator
-
Mitic, Peter
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1007/s11786-024-00579-w
- URN
-
urn:nbn:de:101:1-2410122126022.638035091590
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:31 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Mitic, Peter
- SpringerLink (Online service)
Other Objects (12)
Value-at-Risk and Extreme Returns
How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?
Parametrische Modelle zur Ermittlung des Value-at-Risk : Parametric Value-at-Risk Models
Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory
Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory
Value-at-risk under ambiguity aversion
Fraktale Geometrie versus Value-at-Risk
Banking regulation with value-at-risk
Banking regulation with value-at-risk
Value-at-risk under ambiguity aversion
Financial intermediary leverage and value-at-risk
Some remarks on value-at-risk optimization
Value-at-Risk and Extreme Returns
How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?
Parametrische Modelle zur Ermittlung des Value-at-Risk : Parametric Value-at-Risk Models
Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory
Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory
Value-at-risk under ambiguity aversion
Fraktale Geometrie versus Value-at-Risk
Banking regulation with value-at-risk
Banking regulation with value-at-risk
Value-at-risk under ambiguity aversion
Financial intermediary leverage and value-at-risk
Some remarks on value-at-risk optimization
Value-at-Risk and Extreme Returns
How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?
Parametrische Modelle zur Ermittlung des Value-at-Risk : Parametric Value-at-Risk Models
Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory
Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory
Value-at-risk under ambiguity aversion
Fraktale Geometrie versus Value-at-Risk
Banking regulation with value-at-risk
Banking regulation with value-at-risk
Value-at-risk under ambiguity aversion
Financial intermediary leverage and value-at-risk