//--> //--> //--> //-->
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:"Statistical distribution"
~subject:"Theory"
~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
Statistical distribution
Theory
Risk measure
2,181
Risikomaß
2,177
Theorie
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
Bankrisiko
167
Stochastic process
153
more ...
less ...
Online availability
All
Undetermined
Free
298
Type of publication
All
Article
Book / Working Paper
65
Type of publication (narrower categories)
All
Article in journal
1,430
Aufsatz in Zeitschrift
1,430
Aufsatz im Buch
35
Book section
35
Conference paper
6
Konferenzbeitrag
6
Language
All
English
1,463
German
4
Author
All
Wang, Ruodu
22
Righi, Marcelo Brutti
15
Boonen, Tim J.
10
Brandtner, Mario
9
Rüschendorf, Ludger
9
Furman, Edward
8
Gerlach, Richard
8
Hoga, Yannick
8
Härdle, Wolfgang
8
Mao, Tiantian
8
Müller, Fernanda Maria
8
Tan, Ken Seng
8
Vanduffel, Steven
8
Bernard, Carole
7
Cai, Jun
7
Cheung, Ka Chun
7
Kürsten, Wolfgang
7
Landsman, Zinoviy
7
Rosazza Gianin, Emanuela
7
Tiwari, Aviral Kumar
7
Embrechts, Paul
6
Jiang, Cuixia
6
Liu, Haiyan
6
Munari, Cosimo-Andrea
6
Pichler, Alois
6
Su, Jianxi
6
Taylor, James W.
6
Wied, Dominik
6
Xu, Qifa
6
Zhang, Yiying
6
Asimit, Alexandru V.
5
Bee, Marco
5
Bianchi, Michele Leonardo
5
Chen, Yanhong
5
Chi, Yichun
5
Feinstein, Zachary
5
Herrera, Rodrigo
5
Kang, Sang Hoon
5
Kim, Young Shin
5
Liu, Fangda
5
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
124
European journal of operational research : EJOR
68
Finance research letters
54
Journal of risk
46
Quantitative finance
38
Journal of banking & finance
36
Economic modelling
35
International journal of forecasting
35
Energy economics
33
Applied economics
29
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of risk model validation
27
Scandinavian actuarial journal
25
Computational economics
24
International review of financial analysis
24
Journal of econometrics
24
Journal of empirical finance
22
Journal of financial econometrics
21
International review of economics & finance : IREF
18
The journal of operational risk
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Journal of international financial markets, institutions & money
15
Journal of mathematical finance
15
Research in international business and finance
15
Astin bulletin : the journal of the International Actuarial Association
14
Journal of forecasting
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Mathematics and financial economics
14
Operations research
14
Pacific-Basin finance journal
14
The European journal of finance
14
Finance and stochastics
13
Journal of economic dynamics & control
13
Mathematics of operations research
13
Operations research letters
13
Risk management : a journal of risk, crisis and disaster
13
International journal of theoretical and applied finance
12
ASTIN bulletin : the journal of the International Actuarial Association
10
Computers & operations research : and their applications to problems of world concern ; an international journal
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
more ...
less ...
Source
All
ECONIS (ZBW)
1,467
Showing
61
-
70
of
1,467
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Stock market spillovers of global risks and hedging opportunities
Salachas, Evangelos
;
Kouretas, Georgios P.
;
Laopodis, …
- In:
European journal of political economy
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014547146
Saved in:
62
Hierarchical mortality forecasting with EVT tails : an application to solvency capital requirement
Li, Han
;
Chen, Hua
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 549-563
Persistent link: https://www.econbiz.de/10014547182
Saved in:
63
Portfolio selection under non-gaussianity and systemic risk : a machine learning based forecasting approach
Lin, Weidong
;
Taamouti, Abderrahim
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1179-1188
Persistent link: https://www.econbiz.de/10014547268
Saved in:
64
Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji
;
Akinsomi, Omokolade
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
Saved in:
65
Volatility forecasts by clustering$applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
66
Market risk modeling with option-implied covariances and score-driven dynamics
Herrera, Rodrigo
;
Piña, Marco
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014534822
Saved in:
67
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
68
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
69
A new risk measurement method for China's carbon market
Yang, Xianzi
;
Chen, Zhang
;
Yang, Yu
;
Wang, Wenjun
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1280-1290
Persistent link: https://www.econbiz.de/10012815040
Saved in:
70
Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu
;
García-Enríquez, Javier
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->