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Search Result for: (marginal)
Document Title Author Issue Date
Nonparametric Inference on Quantile Marginal Eff.. [Kaplan, David M.] 8-26-2014
Quantifying the Risk Using Copulae with Nonparam.. [Bolance, Catalina][Bahraoui, Zuhair][Artis, Manuel] 6-21-2014
Bounds for the Sum of Dependent Risks Having Ove.. [Embrechts, Paul][Puccetti, Giovanni] 4-11-2014
Marginal or copula: which one is critical? [Min, Insik][Choi, Pilsun] 8-21-2013
Measuring Marginal Risk Contributions in Credit .. [Siller, Thomas] 7-30-2013
A Bayesian Approach to Estimate the Marginal Los.. [Giudici, Paolo][Dalla Valle, Luciana] 3-21-2013
The Effects of Misspecified Marginals and Copula.. [Fantazzini, Dean][Laws, Jason][Dunis, C_hristian L.] 2-1-2013
Measuring and Analysing Marginal Systemic Risk C.. [Jaeger-Ambrozewicz, Manfred-Erich][Rüdiger-Mastandrea, Barbara][Hakwa, Brice] 12-28-2012
Estimation of the Marginal Expected Shortfall: T.. [Einmahl, John H.J.][De Haan, Laurens][Zhou, Chen][Cai, Juan-Juan] 8-4-2012
Bounds for the Sum of Dependent Risks and Worst .. [Wang, Ruodu][Peng, Liang][Yang, Jingping] 7-8-2012
Attributing Portfolio Value at Risk: Relations w.. [Thiansathaporn, Pichet] 7-4-2012
Determining Marginal Contributions of the Econom.. [Morone, Marco][Cornaglia, Anna][Mignola, Giulio] 6-12-2012
Marginalization and Aggregation of Exponential S.. [Sbrana, Giacomo][Silvestrini, Andrea] 3-31-2012
How Useful is the Marginal Expected Shortfall fo.. [Idier, Julien][Lamé, Gildas][Mésonnier, Jean-Stéphane] 11-5-2011
The Joy of Copulas: Bivariate Distributions with.. [Genest, C_hristian] 9-5-2011
Neyman Smooth Goodness-of-fit Tests for the Marg.. [Giese, Goetz][Stockis, Jean-Pierre][Munk, Axel][Valeinis, Janis] 8-6-2011
An Introduction to Generalized Marginal Risk [Ardia, David][Keel, Simon] 6-26-2011
Quantifying Time-Varying Marginal Systemic Risk .. [Schaumburg, Julia][Schienle, Melanie][Hautsch, Nikolaus] 6-5-2011
On the Evaluation of Marginal Expected Shortfall [Caporin, Massimiliano][Santucci di Magistris, Paolo] 4-10-2011
The Marginal Cost of Risk, Risk Measures, and Ca.. [Zanjani, George][Bauer, Daniel] 3-26-2011
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