//--> //--> //--> //-->
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
subject:"ARCH model"
~accessRights:"restricted"
~subject:"Bankrisiko"
~subject:"Statistical distribution"
~type:"article"
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:"Value at risk"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Bankrisiko
Statistical distribution
Risk measure
2,181
Risikomaß
2,177
Theorie
1,092
Theory
1,092
Portfolio selection
938
Portfolio-Management
935
Risk
862
Risiko
853
Risk management
779
Risikomanagement
751
Measurement
439
Messung
439
Estimation
417
Schätzung
414
Statistische Verteilung
413
Volatility
404
Volatilität
395
ARCH-Modell
388
Capital income
323
Kapitaleinkommen
323
Forecasting model
318
Prognoseverfahren
318
Value-at-Risk
235
Multivariate Verteilung
221
Multivariate distribution
221
Value-at-risk
213
Systemic risk
211
Financial crisis
202
Finanzkrise
197
Systemrisiko
194
Outliers
188
Ausreißer
187
Estimation theory
171
Schätztheorie
171
Value at risk
171
Bank risk
167
Stochastic process
153
more ...
less ...
Online availability
All
Undetermined
Free
177
Type of publication
All
Article
Book / Working Paper
29
Type of publication (narrower categories)
All
Article in journal
843
Aufsatz in Zeitschrift
843
Aufsatz im Buch
16
Book section
16
Conference paper
3
Konferenzbeitrag
3
Language
All
English
859
German
1
Author
All
Hoga, Yannick
7
Landsman, Zinoviy
7
Taylor, James W.
6
Tiwari, Aviral Kumar
6
Wang, Ruodu
6
Bee, Marco
5
Bianchi, Michele Leonardo
5
Furman, Edward
5
Hammoudeh, Shawkat
5
Jiang, Cuixia
5
Kang, Sang Hoon
5
Kumar, Dilip
5
Mao, Tiantian
5
Mensi, Walid
5
Petrella, Lea
5
Su, Jianxi
5
Tian, Maoxi
5
Xu, Qifa
5
Ardia, David
4
Bouri, Elie
4
Cai, Jun
4
Chaudhry, Sajid M.
4
Dempsey, Michael
4
Gerlach, Richard
4
Gupta, Rangan
4
Härdle, Wolfgang
4
Kim, Young Shin
4
Kok Haur Ng
4
Mitic, Peter
4
Mozumder, Sharif
4
Shushi, Tomer
4
Tang, Qihe
4
Urga, Giovanni
4
Vanduffel, Steven
4
Westgaard, Sjur
4
Al-Yahyaee, Khamis Hamed
3
Almeida, Caio
3
Alshater, Muneer Maher
3
Ardison, Kym
3
Asimit, Alexandru V.
3
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
62
Finance research letters
43
Journal of risk
30
International journal of forecasting
29
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of banking & finance
25
Applied economics
24
Energy economics
24
Economic modelling
23
The journal of risk model validation
21
International review of financial analysis
18
Journal of econometrics
17
The journal of operational risk
17
Journal of empirical finance
16
Quantitative finance
16
Research in international business and finance
16
Computational economics
15
Pacific-Basin finance journal
15
International review of economics & finance : IREF
14
Journal of financial econometrics
14
European journal of operational research : EJOR
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The European journal of finance
12
Journal of international financial markets, institutions & money
11
Scandinavian actuarial journal
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Risk management : a journal of risk, crisis and disaster
9
Journal of mathematical finance
8
Astin bulletin : the journal of the International Actuarial Association
7
Journal of economic dynamics & control
7
Journal of financial stability
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Journal of risk : JOR
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Operations research letters
5
Studies in economics and finance
5
Applied economics letters
4
more ...
less ...
Source
All
ECONIS (ZBW)
860
Showing
1
-
10
of
860
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
2
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
3
Systemic risk : the impact of COVID-19 on the dual banking system in Indonesia
Nugroho, Muh. Rudi
;
Kurnia, Akhmad Syakir
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 83-92)
.
2024
Persistent link: https://www.econbiz.de/10014458483
Saved in:
4
Natural disasters, stock price volatility in the property-liability insurance market and sustainability : an unexplored link
Montero, José-María
;
Naimy, Viviane
;
Farraj, Nermeen Abi
- In:
Socio-economic planning sciences : the international …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014528750
Saved in:
5
The fatter the tail, the shorter the sail
Alsunbul, Saad
;
Alzugaiby, Basim
;
Chaudhry, Sajid M.
; …
- In:
Accounting and finance
64
(
2024
)
1
,
pp. 331-380
Persistent link: https://www.econbiz.de/10014537491
Saved in:
6
Density and risk prediction with non-Gaussian COMFORT models
Paolella, Marc S.
;
Polak, Pawel
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014442390
Saved in:
7
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
8
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
9
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
10
Asymptotic subadditivity/superadditivity of Value-at-Risk under tail dependence
Zhu, Wenhao
;
Li, Lujun
;
Yang, Jingping
;
Xie, Jiehua
; …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1314-1369
Persistent link: https://www.econbiz.de/10014370668
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->