{"id":"https://openalex.org/W33181303","doi":"https://doi.org/10.1007/978-3-319-07001-8_3","title":"Misspecified Dependency Modelling: What Does It Mean for Risk Measurement?","display_name":"Misspecified Dependency Modelling: What Does It Mean for Risk Measurement?","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W33181303","doi":"https://doi.org/10.1007/978-3-319-07001-8_3","mag":"33181303"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-07001-8_3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-07001-8_3","pdf_url":null,"source":{"id":"https://openalex.org/S4210184104","display_name":"Operations research proceedings","issn_l":"0721-5924","issn":["0721-5924","2197-9294"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Proceedings","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5043082125","display_name":"Theo Berger","orcid":"https://orcid.org/0000-0003-0968-8262"},"institutions":[{"id":"https://openalex.org/I180437899","display_name":"University of Bremen","ror":"https://ror.org/04ers2y35","country_code":"DE","type":"education","lineage":["https://openalex.org/I180437899"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Theo Berger","raw_affiliation_strings":["University of Bremen, Wilhelm-Herbst-Str. 5, 28359, Bremen, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Bremen, Wilhelm-Herbst-Str. 5, 28359, Bremen, Germany","institution_ids":["https://openalex.org/I180437899"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5043082125"],"corresponding_institution_ids":["https://openalex.org/I180437899"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.00708843,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"15","last_page":"22"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9746000170707703,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9671000242233276,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/dependency","display_name":"Dependency (UML)","score":0.7390512228012085},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3832140862941742},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.34906864166259766},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.33576634526252747},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2522023320198059},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.12188684940338135}],"concepts":[{"id":"https://openalex.org/C19768560","wikidata":"https://www.wikidata.org/wiki/Q320727","display_name":"Dependency (UML)","level":2,"score":0.7390512228012085},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3832140862941742},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.34906864166259766},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.33576634526252747},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2522023320198059},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.12188684940338135}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-319-07001-8_3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-07001-8_3","pdf_url":null,"source":{"id":"https://openalex.org/S4210184104","display_name":"Operations research proceedings","issn_l":"0721-5924","issn":["0721-5924","2197-9294"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Proceedings","raw_type":"book-chapter"},{"id":"pmh:oai:RePEc:spr:oprchp:978-3-319-07001-8_3","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"book"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.44999998807907104,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W1529468743","https://openalex.org/W1977970167","https://openalex.org/W2057021046","https://openalex.org/W2064115435","https://openalex.org/W2119436275","https://openalex.org/W2907233437","https://openalex.org/W3021318637"],"related_works":["https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W2358668433","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W2067317451","https://openalex.org/W2382290278","https://openalex.org/W2478288626","https://openalex.org/W4391913857","https://openalex.org/W2350741829"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-08-26T07:47:46.906454","created_date":"2025-10-10T00:00:00"}