//--> //--> //--> //-->
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"
~isPartOf:"Applied economics"
~subject:"Risk"
~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
Risk
Statistical distribution
Risikomaß
53
Risk measure
53
Theorie
23
Theory
23
ARCH-Modell
20
Portfolio selection
20
Portfolio-Management
20
Estimation
18
Schätzung
18
Risiko
15
Statistische Verteilung
15
Risikomanagement
14
Risk management
14
Volatility
14
Volatilität
14
Multivariate Verteilung
12
Multivariate distribution
12
Ausreißer
11
Outliers
11
Capital income
10
Kapitaleinkommen
10
Forecasting model
9
Prognoseverfahren
9
extreme value theory
8
Börsenkurs
7
Financial crisis
7
Finanzkrise
7
Hedging
7
Share price
7
Aktienmarkt
6
Stock market
6
Emerging economies
5
Measurement
5
Messung
5
Schwellenländer
5
VAR model
5
VAR-Modell
5
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
38
Author
All
Blazsek, Szabolcs
3
Barbi, Massimiliano
2
Long, Huaigang
2
Monteros, Luis Antonio
2
Romagnoli, Silvia
2
Wang, Yi-Hsien
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
Alles, Lakshman
1
Alqahtani, Faisal
1
Bollen, Bernard
1
Borges, Maria Rosa
1
Božović, Miloš
1
Chang, Kuang-liang
1
Chang, Matthew C.
1
Charfeddine, Lanouar
1
Chiu, Yen-Chen
1
Chu, Guoqing
1
Chuang, Chung-Chu
1
Chuang, I-Yuan
1
Chuang, Shuo-Li
1
Cover, James Peery
1
Dempsey, Michael
1
Diao, Xundi
1
Ding, Jin
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Fan, Hai
1
Feng, Wenjun
1
Fretheim, Torun
1
Geman, Hélyette
1
Goodwin, Barry K.
1
Gubareva, Mariya
1
He, Chaohua
1
He, Yingchen
1
Ho, Han-Chiang
1
Huang, Alex
1
Hung, Jui-Cheng
1
Iglesias, Emma M.
1
more ...
less ...
Published in...
All
Applied economics
Insurance / Mathematics & economics
167
Journal of banking & finance
81
Finance research letters
73
Risks : open access journal
71
European journal of operational research : EJOR
63
Journal of risk
55
Energy economics
50
Economic modelling
48
International journal of forecasting
43
International review of financial analysis
42
Quantitative finance
42
Journal of empirical finance
40
The North American journal of economics and finance : a journal of financial economics studies
39
The journal of risk model validation
35
Journal of risk and financial management : JRFM
31
International review of economics & finance : IREF
28
Journal of econometrics
26
Computational economics
23
Journal of forecasting
23
The journal of operational risk
23
Mathematics of operations research
22
Pacific-Basin finance journal
22
Scandinavian actuarial journal
22
Finance and stochastics
21
International journal of theoretical and applied finance
21
Research in international business and finance
20
The European journal of finance
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of mathematical finance
19
Operations research
19
Journal of financial econometrics
18
Mathematics and financial economics
17
Applied economics letters
16
Astin bulletin : the journal of the International Actuarial Association
16
Journal of international financial markets, institutions & money
16
Journal of risk management in financial institutions
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
2
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
3
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
4
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
5
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
6
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
7
A gradient boosting approach to estimating tail risk interconnectedness
Long, Yunshen
;
Zeng, LinQing
;
Wang, Jing
;
Long, Xingchen
; …
- In:
Applied economics
54
(
2022
)
8
,
pp. 862-879
Persistent link: https://www.econbiz.de/10012874756
Saved in:
8
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
9
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
10
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->