//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Caporin, Massimiliano"
~isPartOf:"International review of economics & finance : IREF"
~person:"Righi, Marcelo Brutti"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Expected shortfall"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
2
Risk measure
2
Aktienindex
1
Block structures
1
Capital income
1
Estimation
1
Forecasting model
1
Heavy-tailed distribution
1
Index
1
Index number
1
Index tracking
1
Kapitaleinkommen
1
Leverage effects
1
Measurement
1
Messung
1
Modellierung
1
Multi-factors
1
Multivariate stochastic volatility
1
Portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Schätzung
1
Scientific modelling
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Stock index
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Caporin, Massimiliano
Righi, Marcelo Brutti
Garcia-Jorcano, Laura
2
Kang, Sang Hoon
2
McAleer, Michael
2
Sanchis-Marco, Lidia
2
Al-Yahyaee, Khamis Hamed
1
Alam, Md Rafayet
1
Alexeev, Vitali
1
Arguedas-Sanz, Raquel
1
Asai, Manabu
1
Boako, Gideon
1
Borjigin, Sumuya
1
Bouaddi, Mohammed
1
Byström, Hans N. E.
1
Chan, Jennifer So-Kuen
1
Chang, Carolyn C. W.
1
Chao, Youcong
1
Chen, Guojin
1
Chen, Jiun-Lin
1
Chen, Peimin
1
Chen, Wang
1
Chen, Wei
1
Chen, Yi-Hsuan
1
Cheng, Nick Ying-pin
1
Chi, Xie
1
Chiang, Shu-mei
1
Chiu, Chien-Liang
1
Chávez-Bedoya, Luis
1
D'Addona, Stefano
1
Drakos, Anastassios A.
1
Feng, Jiabao
1
Gong, Xiao-Li
1
Guedes, Pablo Cristini
1
Han, Liyan
1
Hanif, Waqas
1
Hernandez, Jose Arreola
1
Hkiri, Besma
1
Ho, Kung-Cheng
1
Hu, Shichao
1
Huang, Liqing
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of risk
3
SAFE working paper
3
Working papers
3
Computational economics
2
Econometric Institute research papers
2
Finance research letters
2
International review of financial analysis
2
Working paper
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Application of operations research to financial markets
1
Applied economics letters
1
Applied mathematical finance
1
Discussion paper / Tinbergen Institute
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
Journal of Economics and Business
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of risk : JOR
1
Operations research letters
1
Revista Brasileira de Finanças : RBFin
1
Risk management : a journal of risk, crisis and disaster
1
Risk management : an international journal
1
Risk manangement post financial crisis : a period of monetary easing
1
The journal of risk model validation
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->