//--> //--> //-->
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:"Risikomaß"
subject:"USA"
~person:"Christoffersen, Peter F."
~person:"Fermanian, Jean-David"
~subject:"Forecasting model"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
USA
Forecasting model
Risikomanagement
10
Risk management
10
Risk measure
6
Portfolio selection
5
Portfolio-Management
5
ARCH model
4
ARCH-Modell
4
Credit risk
4
Estimation
4
Kreditrisiko
4
Schätzung
4
United States
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Sensitivity analysis
3
Sensitivitätsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
Theorie
2
Theory
2
Granularity adjustments
1
Measurement
1
Messung
1
Prognoseverfahren
1
Risiko
1
Risk
1
Securities trading
1
Time series analysis
1
Wertpapierhandel
1
Zeitreihenanalyse
1
counterparty risk
1
elliptical distributions
1
market risk
1
value-at-risk
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
9
Article
1
Type of publication (narrower categories)
All
Aufsatz im Buch
Non-commercial literature
Arbeitspapier
10
Working Paper
10
Graue Literatur
9
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatzsammlung
2
Festschrift
2
Amtsdruckschrift
1
Bibliografie
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
10
Author
All
Christoffersen, Peter F.
Fermanian, Jean-David
Schuermann, Til
14
McAleer, Michael
11
Kunreuther, Howard
10
Dionne, Georges
9
Stoja, Evarist
8
Michel-Kerjan, Erwann
7
Stulz, René M.
7
Vries, Casper G. de
7
Daníelsson, Jón
6
Pelizzon, Loriana
6
Allen, David E.
5
Billio, Monica
5
Broll, Udo
5
Farkas, Walter
5
Härdle, Wolfgang
5
Manganelli, Simone
5
Mnasri, Mohamed
5
Odening, Martin
5
Pesaran, M. Hashem
5
Pérez Amaral, Teodosio
5
Shiller, Robert J.
5
Adrian, Tobias
4
Andersen, Torben
4
Bollerslev, Tim
4
Copeland, Adam
4
Daouia, Abdelaati
4
Diebold, Francis X.
4
El Hraiki, Rayane
4
Engle, Robert F.
4
Fernando, Chitru S.
4
Fortin, Ines
4
Frattarolo, Lorenzo
4
Girard, Stéphane
4
Giudici, Paolo
4
Gleißner, Werner
4
Hartmann, Philipp
4
Kuritzkes, Andrew
4
Lo, Andrew W.
4
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
1
Published in...
All
CFS working paper series
1
CREATES research paper
1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
FAME research paper series
1
Financial Institutions Center
1
Série des documents de travail
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multi-factor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
-
2016
Persistent link: https://www.econbiz.de/10012196291
Saved in:
2
Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.
;
Berkowitz, Jeremy
;
Pelletier, …
-
2009
Persistent link: https://www.econbiz.de/10003865687
Saved in:
3
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
4
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
5
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
6
Testing, comparing, and combining value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
-
1999
Persistent link: https://www.econbiz.de/10001427788
Saved in:
7
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
Saved in:
8
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
9
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
10
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->