//--> //--> //-->
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:"Basel Accord"
subject:"Theory"
~isPartOf:"Journal of risk : JOR"
~person:"Dionne, Georges"
~person:"McAleer, Michael"
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:"Risk management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
Theory
ARCH model
1
ARCH-Modell
1
Basel framework for market risk
1
Basler Akkord
1
Estimation
1
Forecasting model
1
Market risk
1
Marktrisiko
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Volatility
1
Volatilität
1
backtesting
1
conditional forecasting
1
conditional value-at-risk (CVaR)
1
heavy-tailed distributions
1
value-at-risk (VaR)
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Dionne, Georges
McAleer, Michael
Hassani, Samir Saissi
1
Shayya, Reem
1
Siegl, Thomas
1
Sorrosal Forradellas, Maria Teresa
1
Steinberg, Daniel
1
Terceño, Antonio
1
more ...
less ...
Published in...
All
Journal of risk : JOR
Econometric Institute research papers
5
Discussion paper / Tinbergen Institute
3
CIRRELT
2
International review of economics & finance : IREF
2
Working papers
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
1
Documentos de Trabajo del ICAE
1
Econometric Institute Research Papers
1
Economics letters
1
Energy economics
1
Finance research letters
1
Issues in finance : credit, crises and policies
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of productivity analysis
1
Journal of risk and financial management : JRFM
1
KIER Working Papers
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of operational risk
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Papers
1
Wiley Finance Ser.
1
Wiley Finance Series
1
Working Papers in Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->