Zobrazeno 1 - 10
of 32
pro vyhledávání: '"K. Scholtes"'
Autor:
Manuela Braione, Nicolas K. Scholtes
Publikováno v:
Econometrics, Vol 4, Iss 1, p 3 (2016)
Financial asset returns are known to be conditionally heteroskedastic and generally non-normally distributed, fat-tailed and often skewed. These features must be taken into account to produce accurate forecasts of Value-at-Risk (VaR). We provide a co
Externí odkaz:
https://doaj.org/article/898e7be02ecd487b82fa709488e90c5b
Autor:
Nicolas K. Scholtes
Publikováno v:
The Journal of Network Theory in Finance.
This paper examines the relationship between the topology of interbank networks and their ability to propagate localized, idiosyncratic shocks across the banking sector via banks’ interbank claims on one another. We begin by creating a wide variety
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6e3226e4932f492858102291b7fd808a
https://doi.org/10.21314/jntf.2019.049
https://doi.org/10.21314/jntf.2019.049
Publikováno v:
Medizinische Klinik - Intensivmedizin und Notfallmedizin. 112:618-621
Eine wesentliche Anforderung an katastrophenmedizinische Planungen ist es, Komplexitat zu reduzieren. Dies ist nicht nur fur praklinische Einsatzkrafte essentiell, sondern auch fur Krankenhauser. Damit Kliniken von Grosschadensereignissen oder Katast
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::51f2775ae593a1891797fc6eff015fa2
https://doi.org/10.1007/s00063-016-0190-8
https://doi.org/10.1007/s00063-016-0190-8
Autor:
Nicolas K. Scholtes
Publikováno v:
SSRN Electronic Journal.
Why did interbank markets freeze during the crisis despite an unprecedented level of policy intervention? This paper seeks to answer that question by combining a realistic, multilayer network structure with an Agent-Based Model of the interbank marke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::26354f8e731ff4a6dd8c941a2d454707
https://doi.org/10.2139/ssrn.3363191
https://doi.org/10.2139/ssrn.3363191
Publikováno v:
Medizinische Klinik, Intensivmedizin und Notfallmedizin. 112(7)
A very basic aim of disaster planning is to reduce complexity. This is not only the case for emergency services outside of hospitals, but also for hospitals facing the pressure to manage any kind of disaster. Despite some disadvantages, hospital disa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=pmid________::3b33a29e9a864049ef55c86d6187d1ef
https://pubmed.ncbi.nlm.nih.gov/27376541
https://pubmed.ncbi.nlm.nih.gov/27376541
Publikováno v:
Monatsschrift Kinderheilkunde. 157:483-492
Nichtorganische Ein- und Durchschlafstorungen gehoren zu den haufigsten Problemen der fruhkindlichen Verhaltensregulation. Sie entstehen im Rahmen normaler Reifungs- und Anpassungsprozesse der Schlaf-Wach-Organisation, die infolge kindlicher Temperam
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e625e950daacefe2c1bc0a5bf5428fdc
https://doi.org/10.1007/s00112-009-2003-0
https://doi.org/10.1007/s00112-009-2003-0
Publikováno v:
Notfall + Rettungsmedizin. 9:190-193
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5183f3106c3f46fdc108a0d41a0c7f88
https://doi.org/10.1007/s10049-006-0807-1
https://doi.org/10.1007/s10049-006-0807-1
Akademický článek
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Autor:
Nicolas K. Scholtes, Manuela Braione
Financial asset returns are known to be conditionally heteroskedastic and generally non-normally distributed, fat-tailed and often skewed. In order to account for both the skewness and the excess kurtosis in returns, we combine the BEKK model from th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::43215b920e23f150fbb89f85e34bf530
http://uclouvain.be/cps/ucl/doc/core/documents/coredp2014_59web.pdf
http://uclouvain.be/cps/ucl/doc/core/documents/coredp2014_59web.pdf
Autor:
Manuela Braione, Nicolas K. Scholtes
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::87347b2ef7476fff49ff249d24411c13
https://doi.org/10.2139/ssrn.2373217
https://doi.org/10.2139/ssrn.2373217