↓ Skip to main content
What is this page? Embed badge

Measuring Risk in Complex Stochastic Systems

Overview of attention for book
Cover of 'Measuring Risk in Complex Stochastic Systems'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Allocation of Economic Capital in loan portfolios
  3. Altmetric Badge
    Chapter 2 Estimating Volatility for Long Holding Periods
  4. Altmetric Badge
    Chapter 3 A Simple Approach to Country Risk
  5. Altmetric Badge
    Chapter 4 Predicting Bank Failures in Transition: Lessons from the Czech Bank Crisis of the mid-Nineties
  6. Altmetric Badge
    Chapter 5 Credit Scoring using Semiparametric Methods
  7. Altmetric Badge
    Chapter 6 On the (Ir)Relevancy of Value-at-Risk Regulation
  8. Altmetric Badge
    Chapter 7 Backtesting beyond VaR
  9. Altmetric Badge
    Chapter 8 Measuring Implied Volatility Surface Risk using Principal Components Analysis
  10. Altmetric Badge
    Chapter 9 Detection and estimation of changes in ARCH processes
  11. Altmetric Badge
    Chapter 10 Behaviour of Some Rank Statistics for Detecting Changes
  12. Altmetric Badge
    Chapter 11 A stable CAPM in the presence of heavy-tailed distributions
  13. Altmetric Badge
    Chapter 12 A Tailored Suit for Risk Management: Hyperbolic Model
  14. Altmetric Badge
    Chapter 13 Computational Resources for Extremes
  15. Altmetric Badge
    Chapter 14 Confidence intervals for a tail index estimator
  16. Altmetric Badge
    Chapter 15 Extremes of alpha-ARCH Models
Attention for Chapter 8: Measuring Implied Volatility Surface Risk using Principal Components Analysis
Altmetric Badge

Citations

dimensions_citation
18 Dimensions
Summary Dimensions citations
So far, Dimensions has found 18 publications that cite this research output.

18

The most recent citing publications are shown below. View all 18 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.