//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Finanzkrise"
~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
Finanzkrise
Statistical distribution
Risikomaß
26
Risk measure
26
Estimation
13
Schätzung
13
Theorie
13
Theory
13
Estimation theory
10
Schätztheorie
10
Risiko
9
Risk
9
Statistische Verteilung
9
Portfolio selection
7
Portfolio-Management
7
Ausreißer
6
Multivariate Verteilung
6
Multivariate distribution
6
Outliers
6
Regression analysis
6
Regressionsanalyse
6
Capital income
5
Kapitaleinkommen
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Time series analysis
5
Zeitreihenanalyse
5
ARCH-Modell
4
Financial market
4
Finanzmarkt
4
Forecasting model
4
Measurement
4
Messung
4
Prognoseverfahren
4
Tail risk
4
Expected shortfall
3
Risikomanagement
3
Risk management
3
Systemic risk
3
Systemrisiko
3
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Zhao, Zifeng
2
Ausín, M. Concepción
1
Bormann, Carsten
1
Chan, Nancy Y. C.
1
Chen, Cathy W. S.
1
Davison, Anthony C.
1
Escanciano, Juan Carlos
1
Galeano, Pedro
1
Gerlach, Richard H.
1
He, Yi
1
Hoga, Yannick
1
Hualde, Javier
1
Loiza-Maya, Ruben
1
Nolde, Natalia
1
Oh, Dong Hwan
1
Padoan, Simone A.
1
Patton, Andrew J.
1
Peng, Liang
1
Schienle, Melanie
1
Smith, Michael S.
1
Stupfler, Gilles
1
Taylor, James W.
1
Zhang, Dabao
1
Zhang, Jinyuan
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Insurance / Mathematics & economics
82
Journal of banking & finance
68
Finance research letters
42
Economic modelling
40
International journal of forecasting
40
The North American journal of economics and finance : a journal of financial economics studies
39
Journal of risk
38
Energy economics
37
Applied economics
34
Journal of empirical finance
33
Risks : open access journal
33
International review of financial analysis
32
The journal of risk model validation
30
Journal of risk and financial management : JRFM
27
Journal of econometrics
26
International review of economics & finance : IREF
24
Journal of forecasting
21
The journal of operational risk
21
Journal of international financial markets, institutions & money
19
Quantitative finance
19
Research in international business and finance
19
Computational economics
17
The European journal of finance
17
Applied economics letters
16
Journal of financial econometrics
16
Pacific-Basin finance journal
16
European journal of operational research : EJOR
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Scandinavian actuarial journal
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Journal of risk management in financial institutions
12
Journal of mathematical finance
11
Risk management : a journal of risk, crisis and disaster
11
Astin bulletin : the journal of the International Actuarial Association
10
Journal of economic dynamics & control
10
Journal of international money and finance
10
The journal of asset management
9
International journal of finance & economics : IJFE
8
International journal of theoretical and applied finance
8
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk analysis via generalized pareto distributions
He, Yi
;
Peng, Liang
;
Zhang, Dabao
;
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
Saved in:
2
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
Saved in:
3
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
Saved in:
4
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 453-465
Persistent link: https://www.econbiz.de/10012499091
Saved in:
5
Conditional extremes in asymmetric financial markets
Nolde, Natalia
;
Zhang, Jinyuan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 201-213
Persistent link: https://www.econbiz.de/10012179547
Saved in:
6
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
Saved in:
7
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben
;
Smith, Michael S.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Saved in:
8
Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
Saved in:
9
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
10
Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 181-195
Persistent link: https://www.econbiz.de/10011894575
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->