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accessRights:"restricted"
subject:"Bootstrap approach"
~accessRights:"free"
~isPartOf:"Journal of risk"
~subject:"Forecasting model"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Forecasting model
Statistical distribution
Estimation theory
21
Schätztheorie
21
Risikomaß
13
Risk measure
13
ARCH model
10
ARCH-Modell
10
Estimation
10
Schätzung
10
Portfolio selection
9
Portfolio-Management
9
Time series analysis
6
Zeitreihenanalyse
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Risiko
5
Risk
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Volatility
5
Volatilität
5
Capital income
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Kapitaleinkommen
4
Statistische Verteilung
4
expected shortfall (ES)
4
value-at-risk (VaR)
4
Measurement
3
Messung
3
Prognoseverfahren
3
generalized autoregressive conditional heteroscedasticity (GARCH)
3
Aktienindex
2
Autocorrelation
2
Autokorrelation
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Bias
2
Bootstrap-Verfahren
2
Börsenkurs
2
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2
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Market risk
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Original research
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English
7
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Ardia, David
1
Arora, Rohit
1
Belhad, Ahmed
1
Berens, Tobias
1
Cipra, Tomáš
1
Gatarek, Lukasz
1
Hamidieh, Kam
1
Hendrych, Radek
1
Hoogerheide, Lennart
1
Lamb, John D.
1
Lauria, Davide
1
Martin, R. Douglas
1
Monville, Maura E.
1
Tee, Kaihong
1
Trindade, A. Alexandre
1
Weiß, Gregory N. F.
1
Ziggel, Daniel
1
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Journal of risk
Journal of econometrics
127
International journal of forecasting
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Insurance / Mathematics & economics
37
Econometric reviews
36
Economics letters
34
Journal of forecasting
27
Statistics in transition : an international journal of the Polish Statistical Association
27
The econometrics journal
24
Computational economics
19
Econometric theory
19
Econometrics : open access journal
19
European journal of operational research : EJOR
18
Finance research letters
18
Journal of financial econometrics
17
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of risk and financial management : JRFM
15
Quantitative finance
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Scandinavian actuarial journal
12
Applied economics
11
Journal of time series econometrics
11
Journal of quantitative economics
10
Astin bulletin : the journal of the International Actuarial Association
9
Journal of empirical finance
9
Economic modelling
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
ASTIN bulletin : the journal of the International Actuarial Association
7
International Journal of Energy Economics and Policy : IJEEP
7
Journal of mathematical finance
7
Operations research
7
The North American journal of economics and finance : a journal of financial economics studies
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Applied economics letters
6
Financial innovation : FIN
6
International journal of production economics
6
Journal of applied econometrics
6
Journal of banking & finance
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ECONIS (ZBW)
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1
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
2
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
3
Recursive estimation of the exponentially weighted moving average model
Hendrych, Radek
;
Cipra, Tomáš
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012117479
Saved in:
4
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
5
A new bootstrap test for multiple assets joint risk testing
Ardia, David
;
Gatarek, Lukasz
;
Hoogerheide, Lennart
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011710231
Saved in:
6
Inefficiency and bias of modified value-at-risk and expected shortfall
Martin, R. Douglas
;
Arora, Rohit
- In:
Journal of risk
19
(
2017
)
6
,
pp. 59-84
Persistent link: https://www.econbiz.de/10011799157
Saved in:
7
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
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