< Home < Alle < Rh < 74 Quellen
Quelle | Autor | Hrsg. | Titel | Verlag | Jahr | Lit.-V. | FN | Frags. |
---|---|---|---|---|---|---|---|---|
Rh/AFP 2008 - US subprime crisis | - | AFP | US subprime crisis costs global 7.7 trillion dollars | - | 2008 | nein | nein | 1 |
Rh/Alexander Sheedy 2008 | Carol Alexander, Elizabeth Sheedy | - | Developing a stress testing framework based on market risk models | Elsevier | 2008 | nein | nein | 1 |
Rh/Beulig et al. 2008 | L. H. Jansen, K. Linsmann, N. Beulig | - | US-subprime crisis - To what extent can you safeguard financial system risks? | GRIN Verlag | 2008 | nein | nein | 1 |
Rh/Blei 2007 | David Blei | - | COS 597C: Bayesian nonparametrics | - | 2007 | nein | nein | 3 |
Rh/Bojan 2000 | B. Bojan | - | The sample autocorrelation function of non-linear time series | - | 2000 | no | no | 5 |
Rh/Boldi 2004 | M.-O. Boldi | - | Mixture models for multivariate extremes. | - | 2004 | nein | nein | 4 |
Rh/Chavez-Demoulin Embrechts 2010 | V. Chavez-Demoulin, P. Embrechts | - | Revisiting the edge, ten years on | - | 2010 | no | no | 3 |
Rh/Chen et al. 2006 | Tao Chen, Julian Morris, Elaine Martin | - | Probability Density Estimation via Infinite Gaussian Mixture Model: Application to Statistical Process Monitoring | Wiley-Blackwell | 2006 | no | no | 4 |
Rh/Corsetti et al. 2005 | Giancarlo Corsetti, Marcello Pericoli, Massimo Sbracia | - | ‘Some Contagion, Some Interdependence’ More Pitfalls in Tests of Financial Contagion | Elsevier | 2005 | ja | ja | 3 |
Rh/Daley VereJones 2003 | D. Daley, D. Vere-Jones | - | An Introduction to the Theory of Point Processes. Volume I: Elementary Theory and Methods. | Springer | 2003 | ja | ja | 8 |
Rh/Davis und Mikosch 2006 | Richard A. Davis und Thomas Mikosch | - | Extremes of Stochastic Volatility Models | - | 2006 | ja | ja | 1 |
Rh/Degen 2006 | Matthias Degen | ETH Zürich | On Multivariate Generalised Pareto Distributions and High Risk Scenarios | - | 2006 | nein | nein | 8 |
Rh/Draisma et al. 2003 | Gerrit Draisma, Holger Drees, Ana Ferreira, Laurens de Haan | - | Bivariate tail estimation: dependence in asymptotic independence | - | 2003 | no | no | 1 |
Rh/Drees 2007 | Holger Drees | Universität Hamburg | Some aspects of extreme value theory under serial dependence | - | 2007 | nein | nein | 1 |
Rh/Dungey et al. 2008 | Mardi Dungey, Renée Fry, Brenda González-Hermosillo, Vance L. Martin, Chrismin Tang | - | Are Financial Crises Alike? | Centre for Apllied MAcroeconomic Analysis | 2008 | nein | nein | 1 |
Rh/Embrechts 2008 | P. Embrechts | - | Var-based Risk Management: Sense and (Non-)Sensibility | - | 2008 | nein | nein | 2 |
Rh/Embrechts 2009 | Paul Embrechts | - | Copulas: A personal view | - | 2009 | nein | nein | 1 |
Rh/Embrechts et al. 1997 | Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch | - | Modelling Extremal Events for Insurance and Finance | Springer | 1997 | ja | ja | 2 |
Rh/Embrechts et al. 1999 | Paul Embrechts, Alexander McNeil, Daniel Straumann | - | Correlation: Pitfalls and Alternatives | - | 1999 | yes | yes | 1 |
Rh/Embrechts et al. 1999b | P. Embrechts, S. I. Resnick, G. Samorodnitsky | - | Extreme Value Theory as a Risk Management Tool | - | 1999 | nein | nein | 1 |
Rh/Fama 1965 | E. F. Fama | - | The Behavior of Stock-Market Prices | - | 1965 | nein | nein | 1 |
Rh/Financial Times - Oakley 2008 | David Oakley | - | Gloom hits Russia and Brazil | - | 2008 | no | no | 1 |
Rh/Fougères 2004 | A. L. Fougères | B. Finkenstädt, H. Rootzén | Multivariate Extremes | Chapman and Hall/CRC | 2004 | nein | nein | 2 |
Rh/Galbraith Zernov 2006 | John Galbraith, Serguei Zernov | - | Extreme dependence in the NASDAQ and S&P 500 composite indexes | - | 2006 | no | no | 2 |
Rh/Gencay Selcuk 2003 | Ramazan Gençay, Faruk Selçuk | Finrisk: National Centre of Competence in Research Financial Valuation and Risk Management | Extreme value theory and Value-at-Risk: Relative performance in emerging markets | - | 2003 | nein | nein | 1 |
Rh/Gencay et al 2002 | Ramazan Gencay, Faruk Selcuk, Abdurrahman Ulugülyagci | - | High volatility, thick tails and extreme value theory in Value-at-Risk estimation | - | 2002 | nein | nein | 1 |
Rh/Gonzalez-Hermosillo 2008 | Brenda González-Hermosillo | - | Transmission of Shocks Across Global Financial Markets: The Role of Contagion and Investors’ Risk Appetite | - | 2008 | nein | nein | 2 |
Rh/Gonzalo Olmo 2004 | Jesús Gonzalo, José Olmo | - | Which Extreme Values Are Really Extreme? | Oxford University Press | 2004 | no | no | 1 |
Rh/Guo 2008 | Lijia Guo | Society of Actuaries | Effective Stress Testing in Enterprise Risk Management | - | 2008 | nein | nein | 1 |
Rh/Hartmann et al. 2004 | P. Hartmann, S. Straetmans, C. G. de Vries | European Central Bank | Fundamentals and Joint Currency Crises | - | 2004 | nein | nein | 2 |
Rh/Haxel 2009 | Stefanie Haxel | beritabiz.blogspot.de - Jeanny TSY | German Stocks Snap Seven-Day Loss; Deutsche Bank, Infineon Gain | - | 2009 | no | no | 1 |
Rh/Herrera Schipp 2009 | R. Herrera, B. Schipp | B. Schipp, W. Krämer | Self-exciting Extreme Value Models for Stock Market Crashes. | Springer | 2009 | ja | ja | 1 |
Rh/Hilbers und Jones 2004 | Paul Hilbers, Matthew T. Jones | - | Stress Testing Financial Systems | International Monetary Fund, Publication Services | 2004 | nein | nein | 1 |
Rh/Hipp 2007 | Christian Hipp | - | Dependence concepts in finance and insurance: Copulas | - | 2007 | nein | nein | 1 |
Rh/Hoffman et al. 2008 | Matthew Hoffman, David Blei, Perry Cook | Juan Pablo Bello, Elaine Chew, Douglas Turnbull | Content-based musical similarity computation using the hierarchical Dirichlet process | Lulu.com | 2008 | nein | nein | 4 |
Rh/Hsing et al. 2003 | Tailen Hsing, Claudia Klüppelberg, Gabriel Kuhn | Institut für Statistik, Sonderforschungsbereich 386, TU München | Dependence Estimation and Visualization in Multivariate Extremes with Applications to Financial Data | - | 2003 | ja (gedruckte Version) | ja | 1 |
Rh/Häring und Storbeck 2009 | Norbert Häring, Olaf Storbeck | - | Economics 2.0 : what the best minds in economics can teach you about business and life | Palgrave Macmillan | 2009 | no | no | 1 |
Rh/Iwatsubo und Inagaki 2006 | Kentaro Iwatsubo, Kazuyuki Inagaki | - | Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms | - | 2006 | nein | nein | 3 |
Rh/Jacod und Protter 2004 | Jean Jacod, Philip Protter | - | Probability Essentials | Springer | 2002 | nein | nein | 1 |
Rh/Jalal Rockinger 2004 | Amine Jalal, Michael Rockinger | FAME - International Center for Financial Asset Management and Engineering | Predicting tail-related risk measures: The consequences of using GARCH filters for non GARCH data | - | 2004 | ja | ja | 2 |
Rh/Kole 2006 | E. Kole | - | On crises, crashes and comovements | - | 2006 | ja | ja | 4 |
Rh/Last Brandt 1995 | Günter Last, Andreas Brandt | - | Marked Point Processes on the Real Line -- The Dynamic Approach | Springer | 1995 | nein | nein | 1 |
Rh/Leadbetter et al. 1983 | Malcolm R. Leadbetter, Georg Lindgren, Holger Rootzén | - | Extremes and related properties of random sequences and processes | Springer | 1983 | ja | ja | 1 |
Rh/Letondu 2008 | François Letondu | Société Générale - Economics Department, Risk Division | Germany: Quantum of Crisis | - | 2008 | no | no | 1 |
Rh/Lindskog 2004 | Filip Lindskog | - | The mathematics and fundamental ideas of extreme value theory | - | 2004 | nein | nein | 3 |
Rh/McNeil et al. 2005 | A. J. McNeil, R. Frey, P. Embrechts | - | Quantitative Risk Management. Concepts, Techniques and Tools. | Princeton University Press | 2005 | ja | ja | 2 |
Rh/Morales 2005 | Francisco Morales | - | Estimation of Max-Stable Processes Using Monte Carlo Methods with Applications to Financial Risk Assessment | - | 2005 | no | no | 2 |
Rh/Nandagopalan 1994 | S. Nandogopalan | - | On the Multivariate Extremal Index | - | 1994 | ja | ja | 0 |
Rh/Neal 2000 | Radford M. Neal | American Statistical Association | Markov Chain Sampling Methods for Dirichlet Process Mixture Models | - | 2000 | ja | ja | 3 |
Rh/Poon et al. 2003 | Ser-Huang Poon, Michael Rockinger, Jonathan Tawn | - | Modelling extreme-value dependence in international stock markets | - | 2003 | ja | ja | 6 |
Rh/Rasmussen 2000 | Carl Edward Rasmussen | S.A. Solla, T.K. Leen, K.-R. Muller | The Infinite Gaussian Mixture Model | MIT Press | 2000 | ja | ja | 1 |
Rh/Rasmussen et al. 2007 | Carl Edward Rasmussen, Bernard J de la Cruz, Zoubin Ghahramani, David L Wild | IEEE Computer Society | Modeling and Visualizing Uncertainty in Gene Expression Clusters using Dirichlet Process Mixtures | - | 2007 | nein | nein | 3 |
Rh/Ribatet et al. 2008 | Mathieu Ribatet, Taha B.M.J. Ouarda, Eric Sauquet, Jean-Michel Gr´esillon | - | Modeling All Exceedances Above a Threshold Using an 1 Extremal Dependence Structure: 2 Inferences on Several Flood Characteristics | - | 2008 | nein | nein | 1 |
Rh/Rodriguez 2003 | Juan Carlos Rodriguez | - | Measuring Financial Contagion: A Copula Approach | - | 2003 | nein (gedruckte Version: ja) | nein | 3 |
Rh/Roncalli 2001 | Thierry Roncally | - | Copulas: an open field for risk management | - | 2001 | nein | nein | 1 |
Rh/Schmidt 2003 | R. Schmidt | - | Dependencies of Extreme Events in Finance | - | 2003 | nein | nein | 0 |
Rh/Sec news 1998 | - | US Securities and Exchange Commission | Sec News Digest, Issue 98-180 | - | 1998 | nein | nein | 1 |
Rh/Segers 2006 | Johan Segers | - | Rare Events, temporal dependence, and the extremal index | - | 2006 | nein | nein | 1 |
Rh/Smith 1990 | Richard L. Smith | - | Max-Stable Processes and Spatial Extremes | - | 1990 | ja | nein | 2 |
Rh/Smith 1994 | Richard L. Smith | János Galambos, James Lechner, Emil Simiu | Multivariate threshold methods | Kluwer Academic | 1994 | nein | nein | 1 |
Rh/Smith 2003 | Richard L. Smith | - | Statistics of extremes, with applications in environment, insurance and finance | - | 2003 | ja | ja | 2 |
Rh/Smith und Weissman 1996 | R. L. Smith, I. Weissman | - | Characterization and Estimation of the Multivariate Extremal Index | - | 1996 | ja | ja | 1 |
Rh/Sohn Xing 2007 | Kyung-Ah Sohn, Eric P. Xing | Bernhard Schölkopf, John Platt, Thomas Hofmann | Hidden Markov Dirichlet Process: Modeling Genetic Recombination in Open Ancestral Space | MIT Press | 2007 | nein | nein | 1 |
Rh/Spiegel - Schultz 2008 | Stefan Schultz | - | The Return of the Finance Crisis: What the Lehman Bankruptcy Means for Germany | - | 2008 | no | no | 1 |
Rh/Teh 2007 | Yee Whye Teh | - | Dirichlet Process | - | 2007 | nein | nein | 5 |
Rh/Wendin 2004 | Jonathan Wendin | - | Estimation of the Spectral Measure and the Tail Dependence Coefficient for Regularly Varying Random Vectors | - | 2004 | nein | nein | 1 |
Rh/Wikipedia Vague topology 2008 | - | - | Vague topology | 2008 | nein | nein | 1 | |
Rh/Worthington et al. 2004 | Andrew Worthington, Masaki Katsuura, Helen Higgs | - | Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises | Springer | 2003 | nein | nein | 5 |
Rh/Wüthrich 2004 | Mario V. Wüthrich | - | Aggregation and diversification effect of dependent random variables | - | 2004 | nein | nein | 1 |
Rh/Zhang 2008 | Zhengjun Zhang | - | On Approximating Max-stable Processes and Constructing Extremal Copula Functions | - | 2008 | ja | ja | 2 |
Rh/Zhang Huang 2006 | Zhengjun Zhang, James Huang | - | Extremal Financial Risk Models and Portfolio Evaluation | - | 2006 | nein | nein | 2 |
Rh/Zhang Smith 2004 | Z. Zhang, R. L. Smith | - | On the Estimation and Application of Max-Stable Processes | - | 2004 | nein | nein | 1 |
Rh/Zhang Smith 2004b | Zhengjun Zhang, Richard L. Smith | - | The Behavior of Multivariate Maxima of Moving Maxima Processes | - | 2004 | ja | ja | 2 |
Rh/Zivot 2005 | Eric Zivot | - | Analysis of High Frequency Financial Data: Models, Methods and Software. Part II: Modeling and Forecasting Realized Variance Measures. | - | 2005 | nein | nein | 2 |