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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of risk"
~subject:"Risiko"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Risiko
Statistical distribution
Estimation theory
31
Schätztheorie
31
Risikomaß
21
Risk measure
21
Estimation
13
Portfolio selection
13
Portfolio-Management
13
Schätzung
13
ARCH model
12
ARCH-Modell
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Risk
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Statistische Verteilung
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Time series analysis
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Zeitreihenanalyse
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Capital income
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Kapitaleinkommen
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Volatility
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expected shortfall (ES)
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value-at-risk (VaR)
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Bootstrap approach
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Bootstrap-Verfahren
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Prognoseverfahren
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Risikomanagement
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Risk management
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Measurement
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Messung
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generalized autoregressive conditional heteroscedasticity (GARCH)
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Aktienindex
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2
Autokorrelation
2
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Börsenkurs
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Aufsatz in Zeitschrift
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15
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English
15
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Abad, Pilar
1
Arias-Sema, María A.
1
Arora, Rohit
1
Arunachalam, Viswanathan
1
Auer, Benjamin R.
1
Belhad, Ahmed
1
Benito Muela, Sonia
1
Berens, Tobias
1
Caro-Lopera, Francisco J.
1
Cipra, Tomáš
1
Hamidieh, Kam
1
Hendrych, Radek
1
Jiang, Yindeng
1
Jiménez, José Alfredo
1
Kabaila, Paul
1
Lamb, John D.
1
Lauria, Davide
1
Loubes, Jean-Michel
1
López-Martín, Carmen
1
Mainzer, Rheanna
1
Martin, Doug
1
Martin, R. Douglas
1
Marumo, Kohei
1
Monville, Maura E.
1
Muromachi, Yukio
1
Qiao, Xiao
1
Schuhmacher, Frank
1
Sánchez Granero, Miguel Angel
1
Tee, Kaihong
1
Trindade, A. Alexandre
1
Wang, Yongning
1
Weiß, Gregory N. F.
1
Wolff, Rodney C.
1
Ziggel, Daniel
1
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Journal of risk
Journal of econometrics
133
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of forecasting
74
Insurance / Mathematics & economics
62
Economics letters
51
Econometric theory
38
Econometric reviews
33
Journal of the American Statistical Association : JASA
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Statistics in transition : an international journal of the Polish Statistical Association
27
The econometrics journal
26
European journal of operational research : EJOR
22
Finance research letters
22
Journal of empirical finance
21
Applied economics
20
Risks : open access journal
19
Journal of banking & finance
18
Computational economics
17
Econometrics : open access journal
16
Oxford bulletin of economics and statistics
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Applied economics letters
14
Astin bulletin : the journal of the International Actuarial Association
14
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
14
Journal of financial econometrics
14
Quantitative finance
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of risk and financial management : JRFM
13
Economic modelling
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of applied econometrics
12
Statistical papers
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Scandinavian actuarial journal
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
8
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ECONIS (ZBW)
15
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1
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
2
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
3
Risk measures : a generalization from the univariate to the matrix-variate
Arias-Sema, María A.
;
Caro-Lopera, Francisco J.
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012593431
Saved in:
4
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
5
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
6
Recursive estimation of the exponentially weighted moving average model
Hendrych, Radek
;
Cipra, Tomáš
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012117479
Saved in:
7
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
8
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
9
Inefficiency and bias of modified value-at-risk and expected shortfall
Martin, R. Douglas
;
Arora, Rohit
- In:
Journal of risk
19
(
2017
)
6
,
pp. 59-84
Persistent link: https://www.econbiz.de/10011799157
Saved in:
10
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
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