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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of risk"
~isPartOf:"The journal of operational risk"
~subject:"Autocorrelation"
~subject:"Operational risk capital"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Autocorrelation
Operational risk capital
Statistical distribution
Estimation theory
27
Schätztheorie
27
Risikomaß
16
Risk measure
16
ARCH model
10
ARCH-Modell
10
Estimation
10
Schätzung
10
Portfolio selection
9
Portfolio-Management
9
Statistische Verteilung
9
Time series analysis
6
Zeitreihenanalyse
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Operational risk
5
Operationelles Risiko
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5
Risikomanagement
5
Risk
5
Risk management
5
Volatility
5
Volatilität
5
Capital income
4
Kapitaleinkommen
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
expected shortfall (ES)
4
value-at-risk (VaR)
4
Basel Accord
3
Basler Akkord
3
Correlation
3
Forecasting model
3
Korrelation
3
Measurement
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Messung
3
Original research
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13
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Larsen, Paul
2
Ardia, David
1
Belhad, Ahmed
1
Berens, Tobias
1
Brown, Maurice L.
1
Colombo, Andrea
1
Danesi, Ivan Luciano
1
Gatarek, Lukasz
1
Goldman, Elena
1
Griffiths, Ross
1
Hamidieh, Kam
1
Hoogerheide, Lennart
1
Lamb, John D.
1
Lauria, Davide
1
Lazzarini, Alessandro
1
Ly, Cheng
1
Mnif, Walid
1
Mongelluzzo, Silvia
1
Monville, Maura E.
1
Piacenza, Fabio
1
Ruli, Erlis
1
Shen, Xiangjin
1
Tee, Kaihong
1
Trindade, A. Alexandre
1
Ventura, Laura
1
Weiß, Gregory N. F.
1
Wright, John
1
Yam, Sheung Chi Phillip
1
Yung, Siu Pang
1
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Journal of risk
The journal of operational risk
Journal of econometrics
133
Econometric reviews
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Economics letters
40
Insurance / Mathematics & economics
29
The econometrics journal
20
Econometric theory
18
European journal of operational research : EJOR
14
International journal of forecasting
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Computational economics
11
Journal of financial econometrics
11
Finance research letters
10
Applied economics
9
Economic modelling
8
Regional science & urban economics
8
Applied economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of mathematical finance
7
Journal of time series econometrics
7
Quantitative finance
7
Journal of empirical finance
6
Journal of forecasting
6
Operations research
6
Scandinavian actuarial journal
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Journal of quantitative economics
5
Astin bulletin : the journal of the International Actuarial Association
4
Computational Management Science : CMS
4
Essays in honor of Joon Y. Park : econometric theory
4
Journal of banking & finance
4
Operations research letters
4
Robustness in econometrics
4
Spatial economic analysis : the journal of the Regional Studies Association
4
The European journal of finance
4
Discussion paper / Centre for Economic Policy Research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometrics : open access journal
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ECONIS (ZBW)
13
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1
Estimating the correlation between operational risk loss categories over different time horizons
Brown, Maurice L.
;
Ly, Cheng
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014490177
Saved in:
2
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:
3
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
Saved in:
4
Maximum likelihood estimation error an operational value-at-risk stability
Larsen, Paul
- In:
The journal of operational risk
14
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012052373
Saved in:
5
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:
6
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:
7
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:
8
Various approximations of the total aggregate loss quantile function with application to operational risk
Griffiths, Ross
;
Mnif, Walid
- In:
The journal of operational risk
12
(
2017
)
2
,
pp. 23-46
Persistent link: https://www.econbiz.de/10011775504
Saved in:
9
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:
10
Optimal B-robust posterior distributions for operational risk
Danesi, Ivan Luciano
;
Piacenza, Fabio
;
Ruli, Erlis
; …
- In:
The journal of operational risk
11
(
2016
)
4
,
pp. 35-54
Persistent link: https://www.econbiz.de/10013177177
Saved in:
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