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21
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Author
Mora, A.
(2)
Perote, J.
(2)
Cortés, L.
(1)
Del Brio, E.
(1)
Goncalves, P.
(1)
Mora-Valencia, A.
(1)
Villa, S.
(1)
Villy-Odong, T.
(1)
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Advanced Measurement Approach (AMA)
(1)
Backtesting
(1)
Bayesian Methods
(1)
Bivariate distributions
(1)
Expected shortfall
(1)
Firms size distribution
(1)
Gram-Charlier expansion
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Humanitarian operations
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Loss Distribution Approach (LDA)
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Query:
MODELING
Year:
2017
Year:
2020
Document Type:
Artículo
Repository:
21
Language:
Inglés
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(0.091 seconds)
Title:
A note on SMA vs. LDA-AMA: The dawning of a new regulation
Author:
Mora, A.
Language:
Inglés
Repository:
21
Subject:
Advanced Measurement Approach (AMA)
/
Loss Distribution Approach (LDA)
/
Standardized Measurement Approach (SMA)
/
Bayesian Methods
Acceder
Title:
Risk quantification for commodity ETFs: Backtesting value-atrisk and expected shortfall
Author:
Del Brio, E.
/
Mora, A.
/
Perote, J.
Language:
Inglés
Repository:
21
Subject:
Value-at-risk
/
Expected shortfall
/
Backtesting
/
Gram-Charlier expansion
Acceder
Title:
Understanding the contribution of effective communication strategies to program performance in humanitarian organizations
Author:
Villa, S.
/
Goncalves, P.
/
Villy-Odong, T.
Language:
Inglés
Repository:
21
Subject:
Structural equation modelling
/
Humanitarian operations
/
Programme performance
Acceder
Title:
Measuring firm size distribution with semi-nonparametric densities
Author:
Cortés, L.
/
Mora-Valencia, A.
/
Perote, J.
Language:
Inglés
Repository:
21
Subject:
Firms size distribution
/
Heavy tail distributions
/
Semi-nonparametric modeling
/
Bivariate distributions
Acceder
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