//--> //--> //-->
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:"Crosby, John"
~type_genre:"Working Paper"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
2
Forecasting model
2
Multivariate Verteilung
2
Multivariate distribution
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
Capital income
1
Kapitaleinkommen
1
Portfolio selection
1
Portfolio-Management
1
Time series analysis
1
VAR model
1
VAR-Modell
1
VaR and ES forecasting
1
Value-at-Risk forecasting
1
Zeitreihenanalyse
1
asymmetric dependence
1
asymmetry
1
dependence dynamics
1
dynamic copulas
1
dynamic skewed t copulas
1
tail dependence
1
tail risk
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Language
All
English
2
Author
All
Crosby, John
McAleer, Michael
10
Paolella, Marc S.
10
Chlebus, Marcin
8
Giot, Pierre
8
Caporin, Massimiliano
6
Mittnik, Stefan
6
Bauwens, Luc
5
Chang, Chia-Lin
5
Haas, Markus
5
Billio, Monica
4
Dijk, Herman K. van
4
Hoogerheide, Lennart
4
Laurent, Sébastien
4
Lönnbark, Carl
4
Pérez Amaral, Teodosio
4
Buczyński, Mateusz
3
Frattarolo, Lorenzo
3
Jiménez-Martín, Juan-Ángel
3
Krause, Jochen
3
Maasoumi, Esfandiar
3
Mancini, Loriano
3
Pelizzon, Loriana
3
Rengifo, Erick W.
3
Trojani, Fabio
3
Allen, David E.
2
Andersen, Torben
2
Ben Omrane, Walid
2
Bollerslev, Tim
2
Broda, Simon A.
2
Cerrato, Mario
2
Christoffersen, Peter F.
2
Diebold, Francis X.
2
Drenovak, Mikica
2
Fortin, Ines
2
Francq, Christian
2
Fricke, Jens
2
Jelic, Ranko
2
Kim, Minjoo
2
Kuzmics, Christoph
2
more ...
less ...
Published in...
All
Discussion papers / Adam Smith Business School, University of Glasgow
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling dependence structure and forecasting market risk with dynamic asymmetric copula
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2015
Persistent link: https://www.econbiz.de/10011325736
Saved in:
2
Modeling dependence structure and forecasting portfolio value-at-risk with dynamic copulas
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2014
Persistent link: https://www.econbiz.de/10010430003
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->