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Rh/AFP 2008 - US subprime crisis-AFPUS subprime crisis costs global 7.7 trillion dollars-2008neinnein1
Rh/Alexander Sheedy 2008Carol Alexander, Elizabeth Sheedy-Developing a stress testing framework based on market risk modelsElsevier2008neinnein1
Rh/Beulig et al. 2008L. H. Jansen, K. Linsmann, N. Beulig-US-subprime crisis - To what extent can you safeguard financial system risks?GRIN Verlag2008neinnein1
Rh/Blei 2007David Blei-COS 597C: Bayesian nonparametrics-2007neinnein3
Rh/Bojan 2000B. Bojan-The sample autocorrelation function of non-linear time series-2000nono5
Rh/Boldi 2004M.-O. Boldi-Mixture models for multivariate extremes.-2004neinnein4
Rh/Chavez-Demoulin Embrechts 2010V. Chavez-Demoulin, P. Embrechts-Revisiting the edge, ten years on-2010nono3
Rh/Chen et al. 2006Tao Chen, Julian Morris, Elaine Martin-Probability Density Estimation via Infinite Gaussian Mixture Model: Application to Statistical Process MonitoringWiley-Blackwell2006nono4
Rh/Corsetti et al. 2005Giancarlo Corsetti, Marcello Pericoli, Massimo Sbracia-‘Some Contagion, Some Interdependence’ More Pitfalls in Tests of Financial ContagionElsevier2005jaja3
Rh/Daley VereJones 2003D. Daley, D. Vere-Jones-An Introduction to the Theory of Point Processes. Volume I: Elementary Theory and Methods.Springer2003jaja8
Rh/Davis und Mikosch 2006Richard A. Davis und Thomas Mikosch-Extremes of Stochastic Volatility Models-2006jaja1
Rh/Degen 2006Matthias DegenETH ZürichOn Multivariate Generalised Pareto Distributions and High Risk Scenarios-2006neinnein8
Rh/Draisma et al. 2003Gerrit Draisma, Holger Drees, Ana Ferreira, Laurens de Haan-Bivariate tail estimation: dependence in asymptotic independence-2003nono1
Rh/Drees 2007Holger DreesUniversität HamburgSome aspects of extreme value theory under serial dependence-2007neinnein1
Rh/Dungey et al. 2008Mardi Dungey, Renée Fry, Brenda González-Hermosillo, Vance L. Martin, Chrismin Tang-Are Financial Crises Alike?Centre for Apllied MAcroeconomic Analysis2008neinnein1
Rh/Embrechts 2008P. Embrechts-Var-based Risk Management: Sense and (Non-)Sensibility-2008neinnein2
Rh/Embrechts 2009Paul Embrechts-Copulas: A personal view-2009neinnein1
Rh/Embrechts et al. 1997Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch-Modelling Extremal Events for Insurance and FinanceSpringer1997jaja2
Rh/Embrechts et al. 1999Paul Embrechts, Alexander McNeil, Daniel Straumann-Correlation: Pitfalls and Alternatives-1999yesyes1
Rh/Embrechts et al. 1999bP. Embrechts, S. I. Resnick, G. Samorodnitsky-Extreme Value Theory as a Risk Management Tool-1999neinnein1
Rh/Fama 1965E. F. Fama-The Behavior of Stock-Market Prices-1965neinnein1
Rh/Financial Times - Oakley 2008David Oakley-Gloom hits Russia and Brazil-2008nono1
Rh/Fougères 2004A. L. FougèresB. Finkenstädt, H. RootzénMultivariate ExtremesChapman and Hall/CRC2004neinnein2
Rh/Galbraith Zernov 2006John Galbraith, Serguei Zernov-Extreme dependence in the NASDAQ and S&P 500 composite indexes-2006nono2
Rh/Gencay Selcuk 2003Ramazan Gençay, Faruk SelçukFinrisk: National Centre of Competence in Research Financial Valuation and Risk ManagementExtreme value theory and Value-at-Risk: Relative performance in emerging markets-2003neinnein1
Rh/Gencay et al 2002Ramazan Gencay, Faruk Selcuk, Abdurrahman Ulugülyagci-High volatility, thick tails and extreme value theory in Value-at-Risk estimation-2002neinnein1
Rh/Gonzalez-Hermosillo 2008Brenda González-Hermosillo-Transmission of Shocks Across Global Financial Markets: The Role of Contagion and Investors’ Risk Appetite-2008neinnein2
Rh/Gonzalo Olmo 2004Jesús Gonzalo, José Olmo-Which Extreme Values Are Really Extreme?Oxford University Press2004nono1
Rh/Guo 2008Lijia GuoSociety of ActuariesEffective Stress Testing in Enterprise Risk Management-2008neinnein1
Rh/Hartmann et al. 2004P. Hartmann, S. Straetmans, C. G. de VriesEuropean Central BankFundamentals and Joint Currency Crises-2004neinnein2
Rh/Haxel 2009Stefanie - Jeanny TSYGerman Stocks Snap Seven-Day Loss; Deutsche Bank, Infineon Gain-2009nono1
Rh/Herrera Schipp 2009R. Herrera, B. SchippB. Schipp, W. KrämerSelf-exciting Extreme Value Models for Stock Market Crashes.Springer2009jaja1
Rh/Hilbers und Jones 2004Paul Hilbers, Matthew T. Jones-Stress Testing Financial SystemsInternational Monetary Fund, Publication Services2004neinnein1
Rh/Hipp 2007Christian Hipp-Dependence concepts in finance and insurance: Copulas-2007neinnein1
Rh/Hoffman et al. 2008Matthew Hoffman, David Blei, Perry CookJuan Pablo Bello, Elaine Chew, Douglas TurnbullContent-based musical similarity computation using the hierarchical Dirichlet processLulu.com2008neinnein4
Rh/Hsing et al. 2003Tailen Hsing, Claudia Klüppelberg, Gabriel KuhnInstitut für Statistik, Sonderforschungsbereich 386, TU MünchenDependence Estimation and Visualization in Multivariate Extremes with Applications to Financial Data-2003ja (gedruckte Version)ja1
Rh/Häring und Storbeck 2009Norbert Häring, Olaf Storbeck-Economics 2.0 : what the best minds in economics can teach you about business and lifePalgrave Macmillan2009nono1
Rh/Iwatsubo und Inagaki 2006Kentaro Iwatsubo, Kazuyuki Inagaki-Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms-2006neinnein3
Rh/Jacod und Protter 2004Jean Jacod, Philip Protter-Probability EssentialsSpringer2002neinnein1
Rh/Jalal Rockinger 2004Amine Jalal, Michael RockingerFAME - International Center for Financial Asset Management and EngineeringPredicting tail-related risk measures: The consequences of using GARCH filters for non GARCH data-2004jaja2
Rh/Kole 2006E. Kole-On crises, crashes and comovements-2006jaja4
Rh/Last Brandt 1995Günter Last, Andreas Brandt-Marked Point Processes on the Real Line -- The Dynamic ApproachSpringer1995neinnein1
Rh/Leadbetter 1983 et al.Malcolm R. Leadbetter, Georg Lindgren, Holger Rootzén-Extremes and related properties of random sequences and processesSpringer1983jaja1
Rh/Letondu 2008François LetonduSociété Générale - Economics Department, Risk DivisionGermany: Quantum of Crisis-2008nono1
Rh/Lindskog 2004Filip Lindskog-The mathematics and fundamental ideas of extreme value theory-2004neinnein3
Rh/McNeil et al. 2005A. J. McNeil, R. Frey, P. Embrechts-Quantitative Risk Management. Concepts, Techniques and Tools.Princeton University Press2005jaja2
Rh/Morales 2005Francisco Morales-Estimation of Max-Stable Processes Using Monte Carlo Methods with Applications to Financial Risk Assessment-2005nono2
Rh/Nandagopalan 1994S. Nandogopalan-On the Multivariate Extremal Index-1994jaja0
Rh/Neal 2000Radford M. NealAmerican Statistical AssociationMarkov Chain Sampling Methods for Dirichlet Process Mixture Models-2000jaja3
Rh/Poon et al. 2003Ser-Huang Poon, Michael Rockinger, Jonathan Tawn-Modelling extreme-value dependence in international stock markets-2003jaja6
Rh/Rasmussen 2000Carl Edward RasmussenS.A. Solla, T.K. Leen, K.-R. MullerThe Infinite Gaussian Mixture ModelMIT Press2000jaja1
Rh/Rasmussen et al. 2007Carl Edward Rasmussen, Bernard J de la Cruz, Zoubin Ghahramani, David L WildIEEE Computer SocietyModeling and Visualizing Uncertainty in Gene Expression Clusters using Dirichlet Process Mixtures-2007neinnein3
Rh/Ribatet et al. 2008Mathieu 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-2008neinnein1
Rh/Rodriguez 2003Juan Carlos Rodriguez-Measuring Financial Contagion: A Copula Approach-2003nein (gedruckte Version: ja)nein3
Rh/Roncalli 2001Thierry Roncally-Copulas: an open field for risk management-2001neinnein1
Rh/Schmidt 2003R. Schmidt-Dependencies of Extreme Events in Finance-2003neinnein6
Rh/Sec news 1998-US Securities and Exchange CommissionSec News Digest, Issue 98-180-1998neinnein1
Rh/Segers 2006Johan Segers-Rare Events, temporal dependence, and the extremal index-2006neinnein1
Rh/Smith 1990Richard L. Smith-Max-Stable Processes and Spatial Extremes-1990janein2
Rh/Smith 1994Richard L. SmithJános Galambos, James Lechner, Emil SimiuMultivariate threshold methodsKluwer Academic1994neinnein1
Rh/Smith 2003Richard L. Smith-Statistics of extremes, with applications in environment, insurance and finance-2003jaja2
Rh/Smith und Weissman 1996R. L. Smith, I. Weissman-Characterization and Estimation of the Multivariate Extremal Index-1996jaja1
Rh/Sohn Xing 2007Kyung-Ah Sohn, Eric P. XingBernhard Schölkopf, John Platt, Thomas HofmannHidden Markov Dirichlet Process: Modeling Genetic Recombination in Open Ancestral SpaceMIT Press2007neinnein1
Rh/Spiegel - Schultz 2008Stefan Schultz-The Return of the Finance Crisis: What the Lehman Bankruptcy Means for Germany-2008nono1
Rh/Teh 2007Yee Whye Teh-Dirichlet Process-2007neinnein5
Rh/Wendin 2004Jonathan Wendin-Estimation of the Spectral Measure and the Tail Dependence Coefficient for Regularly Varying Random Vectors-2004neinnein1
Rh/Wikipedia Vague topology 2008--Vague topology2008neinnein1
Rh/Worthington et al. 2004Andrew Worthington, Masaki Katsuura, Helen Higgs-Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial CrisesSpringer2003neinnein5
Rh/Wüthrich 2004Mario V. Wüthrich-Aggregation and diversification effect of dependent random variables-2004neinnein1
Rh/Zhang 2008Zhengjun Zhang-On Approximating Max-stable Processes and Constructing Extremal Copula Functions-2008jaja2
Rh/Zhang Huang 2006Zhengjun Zhang, James Huang-Extremal Financial Risk Models and Portfolio Evaluation-2006neinnein2
Rh/Zhang Smith 2004Z. Zhang, R. L. Smith-On the Estimation and Application of Max-Stable Processes-2004neinnein1
Rh/Zhang Smith 2004bZhengjun Zhang, Richard L. Smith-The Behavior of Multivariate Maxima of Moving Maxima Processes-2004jaja2
Rh/Zivot 2005Eric Zivot-Analysis of High Frequency Financial Data: Models, Methods and Software. Part II: Modeling and Forecasting Realized Variance Measures.-2005neinnein2

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