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Document Title Author Issue Date
A Two-Regime Threshold Model with Conditional Sk.. [Massacci, Daniele] 8-31-2014
Risk Topography: Systemic Risk and Macro Modelin.. [Brunnermeier, Markus][Krishnamurthy, Arvind] 8-23-2014
Learning Model for Assessing Loss Severity of Op.. [Taweerojkulsri, C.][Limpiyakorn, Y.] 8-20-2014
Multivariate Modelling of 10-Day-Ahead VaR and D.. [Kiohos, Apostolos][Degiannakis, Stavros] 8-17-2014
Modelling and Forecasting Value at Risk and Expe.. [Aloui, Chaker][ben Hamida, Hela] 7-31-2014
Empirical Analyses of Extreme Value Models for t.. [Huang, Chun-Kai][Huang, Chun-Sung][Hammujuddy, Jahvaid] 7-20-2014
Fuzzy Index Tracking Portfolio Selection Model B.. [Hosseini Imeni, S.A.][Najafi, A.A.] 7-19-2014
Estimation of Extreme Value-at-Risk: An EVT Appr.. [Yi, Yanping][Feng, Xingdong][Huang, Zhuo] 7-6-2014
Risk Modelling in Energy Markets [Almi, Eldar Nikolai][Rege, Torstein] 6-21-2014
Model Uncertainty and Scenario Aggregation [Filipovic, Damir][Cambou, Mathieu] 6-2-2014
Using Financial Risk Measures for Analyzing Gene.. [Takeda, Akiko][Kanamori, Takafumi] 5-31-2014
Operational Risk Modeling: How Far Have We Progr.. [Cooper, Ben][Piwcewicz, Bartosz][Warren, Nic] 5-18-2014
Testing Applicability of Value at Risk Models in.. [Barjaktarovic, Lidija][Terzic, Ivica][Milojevic, Marko] 5-13-2014
Model Risk in Backtesting Risk Measures [Evers, Corinna][Rohde, Johannes] 5-13-2014
A Quasi-Bayesian Model Averaging Approach for Co.. [Tsiotas, Georgios] 5-13-2014
A Nonparametric Operational Risk Modeling Approa.. [Zhu, Xiaoqian][Li, Jianping][Chen, Jianming][Gao, Lijun][Feng, Jichuang][Wu, Dengsheng][YangHuo, Yingqi][Xie, Yongjia] 4-22-2014
The Modeling and Forecasting of Extreme Events i.. [Herrera, Rodrigo][Gonzalez, Nicolas] 4-13-2014
Modelling Tail Dependence Between Energy Market .. [Pan, Zhiyuan] 4-9-2014
An Application of Bayesian Inference on the Mod.. [Rahman, Kashfia N.][Black, Dennis A.][McDonald, Gary C.] 4-6-2014
Value-at-Risk Computations in Stochastic Volatil.. [Luetkebohmert, Eva][Matchie, Lydienne] 3-24-2014
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