Measuring risk in complex stochastic systems (Q1575837)

The articles of this volume will be reviewed individually. Indexed articles: \textit{Overbeck, Ludger}, Allocation of economic capital in loan portfolios, 1-17 [Zbl 0958.91019] \textit{Kiesel, Rüdiger; Perraudin, William; Taylor, Alex}, Estimating volatility for long holding periods, 19-31 [Zbl 0960.91039] \textit{Lehrbass, Frank}, A simple approach to country risk, 33-67 [Zbl 0960.91041] \textit{Hanousek, Jan}, Predicting bank failures in transition: Lessons from the Czech bank crisis of the mid-nineties, 69-81 [Zbl 0962.91507] \textit{Müller, Marlene; Rönz, Bernd}, Credit scoring using semiparametric methods, 83-97 [Zbl 0962.91506] \textit{Cumperayot, Phornchanok J.; Danielsson, Jon; Jorgensen, Bjorn N.; de Vries, Caspar G.}, On the (ir)relevancy of value-at-risk regulation, 99-117 [Zbl 0978.91048] \textit{Härdle, Wolfgang; Stahl, Gerhard}, Backtesting beyond VaR, 119-130 [Zbl 0971.91032] \textit{Sylla, Alpha; Villa, Christophe}, Measuring implied volatility surface risk using principal components analysis, 131-148 [Zbl 0961.62093] \textit{Kokoszka, Piotr; Leipus, Remigijus}, Detection and estimation of changes in ARCH processes, 149-160 [Zbl 0960.91062] \textit{Slabý, Aleš}, Behaviour of some rank statistics for detecting changes, 161-174 [Zbl 0961.62042] \textit{Huschens, Stefan; Kim, Jeong-Ryeol}, A stable CAPM in the presence of heavy-tailed distributions, 175-188 [Zbl 0965.62091] \textit{Breckling, Jens; Eberlein, Ernst; Kokic, Philip}, A tailored suit for risk management: Hyperbolic model, 189-202 [Zbl 0967.91024] \textit{Kleinow, Torsten; Thomas, Michael}, Computational resources for extremes., 203-213 [Zbl 1161.91466] \textit{Novak, Sergei Y.}, Confidence intervals for a tail index estimator, 215-222 [Zbl 1007.62510] \textit{Robert, Christian}, Extremes of alpha-ARCH models, 223-257 [Zbl 0960.91063]