//--> //--> //-->
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:"Powell, Robert"
~person:"Arnsdorf, Matthias"
~person:"Chang, Chia-Lin"
~subject:"Kreditderivat"
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:"Conditional value at risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kreditderivat
Risikomaß
51
Risk measure
51
Credit risk
19
Basel Accord
17
Basler Akkord
17
Kreditrisiko
17
Portfolio selection
14
Portfolio-Management
14
Volatility
13
Financial crisis
12
Finanzkrise
12
Volatilität
12
ARCH model
11
ARCH-Modell
11
Estimation
9
Schätzung
9
Australia
8
Australien
8
Bank
7
Spillover effect
7
Spillover-Effekt
7
Theorie
7
Theory
7
Credit derivative
6
Derivat
6
Derivative
6
Forecasting model
6
Prognoseverfahren
6
Risk management
6
Ausreißer
5
Bank liquidity
5
Bankenliquidität
5
Europa
5
Europe
5
Outliers
5
Portfolio diversification
5
Portfoliodiversifikation
5
Welt
5
World
5
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
3
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
6
Author
All
Powell, Robert
Arnsdorf, Matthias
Chang, Chia-Lin
McAleer, Michael
5
Allen, David E.
4
Raunig, Burkhard
4
Scheicher, Martin
4
Choe, Geon Ho
2
Choi, So Eun
2
Gabrysch, Janet
2
Gabrysch, Sandra
2
Irresberger, Felix
2
Jang, Hyun Jin
2
Pelster, Matthias
2
Poncet, Patrice
2
Portait, Roland
2
Toder, Igor
2
Vilsmeier, Johannes
2
Adelson, Mark
1
Alvarez, Susana
1
Baixauli, J. Samuel
1
Biesenbach, Adam
1
Breitenfellner, Bastian
1
Byström, Hans N. E.
1
Caporin, Massimiliano
1
Capponi, Agostino
1
Castagna, Antonio
1
Chambers, Donald Robert
1
Chamizo, Álvaro
1
Chao, Shih-kang
1
Chatchai Khiewngamdee
1
Cheng, Wan-Schwin Allen
1
Cherubini, Umberto
1
Claußen, Arndt
1
Cohort, Pierre
1
Consiglio, Andrea
1
Constantinou, Nick
1
Cousin, Areski
1
Crépey, Stéphane
1
DeBoyrie, Maria Eugenia
1
Di Cesare, Antonio
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
Energy economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of risk model validation
1
Working paper
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
2
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
3
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744769
Saved in:
4
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724823
Saved in:
5
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
6
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->