//--> //--> //--> //-->
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"
~person:"Allen, David E."
~person:"Hassani, Samir Saissi"
~person:"Hoga, Yannick"
~person:"Stoyanov, Stoyan V."
~subject:"Statistical distribution"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Statistical distribution
Risikomaß
81
Risk measure
79
Statistische Verteilung
28
Portfolio-Management
22
Portfolio selection
21
Prognoseverfahren
21
Schätzung
21
Theorie
21
Theory
21
Basel Accord
20
Estimation
20
Forecasting model
20
Credit risk
19
Kreditrisiko
19
Volatilität
19
Volatility
18
Basler Akkord
17
forecasting
17
Ausreißer
16
Outliers
16
Risk management
16
Financial crisis
14
Finanzkrise
14
value-at-risk
14
Risikomanagement
13
Australia
11
Australien
11
CVaR
11
volatility of volatility
11
volatility risk
11
ARCH-Modell
10
Kapitaleinkommen
10
Capital income
9
conditional heteroskedasticity
9
Messung
8
Realized volatility
8
VAR model
8
VAR-Modell
8
more ...
less ...
Online availability
All
Free
16
Undetermined
11
Type of publication
All
Article
17
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
33
Author
All
Allen, David E.
Hassani, Samir Saissi
Hoga, Yannick
Stoyanov, Stoyan V.
McAleer, Michael
24
Paolella, Marc S.
17
Fabozzi, Frank J.
16
Giot, Pierre
15
Stoja, Evarist
15
Chlebus, Marcin
14
Račev, Svetlozar T.
14
Polanski, Arnold
13
Ardia, David
11
Caporin, Massimiliano
11
Dionne, Georges
11
Hoogerheide, Lennart
11
Härdle, Wolfgang
11
Lönnbark, Carl
11
Chen, Cathy W. S.
10
Dijk, Herman K. van
10
Francq, Christian
10
Gerlach, Richard
10
Kim, Young Shin
10
Landsman, Zinoviy
10
Mittnik, Stefan
10
Vries, Casper G. de
10
Zakoïan, Jean-Michel
10
Bee, Marco
8
Chang, Chia-Lin
8
Degiannakis, Stavros
8
Lucas, André
8
Stupfler, Gilles
8
Taylor, James W.
8
Vanduffel, Steven
8
Zhang, Xin
8
Ñíguez, Trino-Manuel
8
Bauwens, Luc
7
Bernard, Carole
7
Chinhamu, Knowledge
7
Daouia, Abdelaati
7
Floros, Christos
7
more ...
less ...
Published in...
All
CIRRELT
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Working papers
3
Journal of financial econometrics
2
Working paper series in economics
2
Annals of operations research
1
Applied economics
1
Econometric reviews
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of risk
1
Journal of risk : JOR
1
Journal of risk and financial management : JRFM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research models in banking management
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
2
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014234014
Saved in:
3
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
4
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013279729
Saved in:
5
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
Saved in:
6
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
7
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
8
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
9
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
10
Modeling time-varying tail dependence, with application to systemic risk forecasting
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10013460046
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->