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Document Title Author Issue Date
A Two-Regime Threshold Model with Conditional Sk.. [Massacci, Daniele] 8-31-2014
Using Value-at-Risk to Evaluate Financial Return.. [Braione, Manuela][Scholtes, Nicolas K.] 1-6-2014
Sensitivity of Risk Measures with Respect to the.. [Kraetschmer, Volker][Zaehle, Henryk] 1-4-2014
Evaluating the Performance of the Skewed Distrib.. [Abad, Pilar][Benito, Sonia][Sanchez Granero, Miguel Angel] 12-24-2013
A Novel Nonlinear Value-at-Risk Method for Model.. [Chen, Rongda][Yu, Lean] 10-6-2013
Utilizing the Pearson System of Distributions in.. [Boda, Martin] 8-17-2013
Expected Shortfall for Distributions in Finance [Broda, Simon A.][Paolella, Marc S.] 8-10-2013
Performance Analysis of Economic VaR Estimation .. [Heo, Se Jeong][Yeo, Sung Chil][Kang, Tae Hun] 6-26-2013
Modeling and Evaluating Insurance Losses Via Mix.. [Lee, Simon C. K.][Lin, X. Sheldon] 6-25-2013
Tail Conditional Expectation for Multivariate Di.. [Abbasi, Babak][Hosseinifard, Seyedeh Zahra] 6-22-2013
Nonparametric Estimation of Extreme Risk Measure.. [Gardes, Laurent][Girard, Stéphane][El Methni, Jonathan] 6-10-2013
Forecasting Value-at-Risk Using Time Varying Cop.. [Berger, Theo] 5-28-2013
Saddlepoint Approximations to Distributions and .. [Gatto, Riccardo] 4-29-2013
Estimation of Value at risk and Conditional Valu.. [Isa, Zaidi][Kamaruzzaman, Zetty Ain] 4-29-2013
Forecasting the Risk of Speculative Assets by Me.. [Herwartz, Helmut][Beckers, Benjamin][Seidel, Moritz] 3-27-2013
The Bounds of Heavy-Tailed Return Distributions .. [da Cruz, Joao P.][Lind, Pedro G.] 12-25-2012
Risk Forecasting and Portfolio Optimization with.. [Liu, Yang] 11-9-2012
Zero-Modified Discrete Distributions for Operati.. [Moutassim, Younes] 11-4-2012
Alternative Statistical Distributions for Estima.. [Su, Jung-Bin][Lee, Cheng-Few] 10-2-2012
A Note on the Berkowitz Test with Discrete Distr.. [Plank, Kilian][Hamerle, Alfred] 8-24-2012
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