DC Field
Value
Language
dc.contributor.author
Aussenegg, Wolfgang
-
dc.contributor.author
Cech, Christian
-
dc.date.accessioned
2026-01-22T10:13:14Z
-
dc.date.available
2026-01-22T10:13:14Z
-
dc.date.issued
2025-05-14
-
dc.identifier.citation
<div class="csl-bib-body"> <div class="csl-entry">Aussenegg, W., &#38; Cech, C. (2025, May 14). <i>A dynamic MoM copula model approach for market risk estimates</i> [Presentation]. Forschungsseminar - Mathematik, Berlin, Germany.</div> </div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/225245
-
dc.language.iso
en
-
dc.subject
copula
en
dc.subject
value-at-risk
en
dc.subject
method of moments
en
dc.subject
market risk estimates
en
dc.subject
portfolio dimension
en
dc.title
A dynamic MoM copula model approach for market risk estimates
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.contributor.affiliation
University of Applied Sciences BFI Vienna, Austria
-
dc.type.category
Presentation
-
tuw.publication.invited
invited
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.id
C4
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Mathematical and Algorithmic Foundations
-
tuw.researchTopic.value
50
-
tuw.researchTopic.value
50
-
tuw.publication.orgunit
E330-04 - Forschungsbereich Finanzwirtschaft und Controlling
-
tuw.author.orcid
0009-0009-8181-8114
-
tuw.event.name
Forschungsseminar - Mathematik
en
tuw.event.startdate
14-05-2025
-
tuw.event.enddate
14-05-2025
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Berlin
-
tuw.event.country
DE
-
tuw.event.institution
Hochschule für Technik und Wirtschaft Berlin
-
tuw.event.presenter
Cech, Christian
-
dc.relation.ispreviousversionof
10.21314/JOR.2025.004
-
wb.sciencebranch
Informatik
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Sonstige Technische Wissenschaften
-
wb.sciencebranch.oefos
1020
-
wb.sciencebranch.oefos
5020
-
wb.sciencebranch.oefos
2119
-
wb.sciencebranch.value
30
-
wb.sciencebranch.value
60
-
wb.sciencebranch.value
10
-
item.openairetype
conference presentation
-
item.openairecristype
http://purl.org/coar/resource_type/R60J-J5BD
-
item.cerifentitytype
Publications
-
item.languageiso639-1
en
-
item.grantfulltext
none
-
item.fulltext
no Fulltext
-
crisitem.author.dept
E330-04 - Forschungsbereich Finanzwirtschaft und Controlling
-
crisitem.author.dept
University of Applied Sciences BFI Vienna, Austria
-
crisitem.author.orcid
0009-0009-8181-8114
-
crisitem.author.parentorg
E330 - Institut für Managementwissenschaften
-
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