//--> //--> //--> //-->
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:"Karmakar, Madhusudan"
~person:"Mao, Tiantian"
~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
Statistical distribution
Risikomaß
22
Risk measure
22
Risikomanagement
16
Risk management
16
Portfolio selection
15
Portfolio-Management
15
Risiko
15
Risk
15
Theorie
11
Theory
11
Measurement
10
Messung
10
Ausreißer
8
Outliers
8
ARCH-Modell
7
Capital income
7
Kapitaleinkommen
7
Multivariate Verteilung
6
Multivariate distribution
6
Statistische Verteilung
6
Peak over threshold method
5
Value-at-Risk
5
CVaR
4
VAR model
4
VAR-Modell
4
Aktienmarkt
3
Conditional EVT
3
Copula
3
EVT
3
Stock market
3
Volatility
3
Volatilität
3
Coherent risk measure
2
Convex risk measure
2
Decision under risk
2
Entscheidung unter Risiko
2
Erwartungsnutzen
2
Estimation
2
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Karmakar, Madhusudan
Mao, Tiantian
Račev, Svetlozar T.
10
Fabozzi, Frank J.
9
Degiannakis, Stavros
8
Gerlach, Richard
8
Chen, Cathy W. S.
7
Chinhamu, Knowledge
7
Francq, Christian
7
Giot, Pierre
7
Hoga, Yannick
7
Kim, Young Shin
7
Landsman, Zinoviy
7
Liu, Hung-Chun
7
Nadarajah, Saralees
7
Paolella, Marc S.
7
Su, Jung-bin
7
Tiwari, Aviral Kumar
7
Zakoïan, Jean-Michel
7
Ardia, David
6
Bali, Turan G.
6
Bee, Marco
6
Chlebus, Marcin
6
Furman, Edward
6
Hammoudeh, Shawkat
6
Kang, Sang Hoon
6
Petrella, Lea
6
Su, Jianxi
6
Taylor, James W.
6
Wang, Ruodu
6
Weiß, Gregor
6
Zarangas, Leonidas P.
6
Ñíguez, Trino-Manuel
6
Dempsey, Michael
5
Guégan, Dominique
5
Huang, Chun-Kai
5
Härdle, Wolfgang
5
Lönnbark, Carl
5
McAleer, Michael
5
McMillan, David G.
5
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
4
Review of financial economics : RFE
2
International review of economics & finance : IREF
1
International review of financial analysis
1
Multinational finance journal
1
Scandinavian actuarial journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
Forecasting liquidity-adjusted VaR : a conditional EVT-copula approach
Karmakar, Madhusudan
;
Khadotra, Ravi
- In:
Review of financial economics : RFE
41
(
2023
)
3
,
pp. 283-321
Persistent link: https://www.econbiz.de/10014336153
Saved in:
4
Relative efficiency of component GARCH-EVT approach in managing intraday market risk
Paul, Samit
;
Karmakar, Madhusudan
- In:
Multinational finance journal
21
(
2017
)
4
,
pp. 247-283
Persistent link: https://www.econbiz.de/10012547567
Saved in:
5
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
6
Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan
;
Shukla, Girja K.
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
Saved in:
7
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
8
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
9
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
10
Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->