//--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of risk model validation"
~person:"Murphy, David"
~person:"Yu, Philip L. H."
~subject:"Risk measure"
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:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Risk measure
Estimation
2
Estimation theory
2
Schätztheorie
2
Schätzung
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Correlation
1
Korrelation
1
Modellierung
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Scientific modelling
1
Time series analysis
1
Zeitreihenanalyse
1
backtesting
1
conditional volatility
1
dynamic covariance modeling
1
empirical evaluation; shrinkage
1
filtered volatility
1
initial margin model
1
margin model testing
1
portfolio value-at-risk (VaR)
1
regularization
1
volatility estimation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Murphy, David
Yu, Philip L. H.
Chlebus, Marcin
2
Nadarajah, Saralees
2
Westgaard, Sjur
2
Afify, Ahmed Z.
1
Altun, Emrah
1
Arhus, Gisle Hoel
1
Armeanu, Daniel Ștefan
1
Ausloos, Marcel
1
Biljon, L. van
1
Buczy´nski, Mateusz
1
Buczyński, Mateusz
1
Chan, Stephen
1
Chu, Jeffrey
1
Curcic, Nikola
1
Dewick, Paul R.
1
Doko Tchatoka, Firmin
1
Fard, Farzad Alavi
1
Fałdziński, Marcin
1
Frydenberg, Marina
1
Frydenberg, Stein
1
Georgiopoulos, Nick
1
Gherghina, Ștefan Cristian
1
Golodnikov, Alex
1
Haasbroek, L. J.
1
He, Mengying
1
Hong, Jimmy
1
Jadhav, Deepak
1
Jiang, Yixiao
1
Joldeș, Camelia Cătălina
1
Khan, Naushad Mamode
1
Knight, John L.
1
Korkmaz, Mustafa Ç.
1
Kuzmenko, Viktor
1
Lange, Petter Eilif de
1
Law, Keith K. F.
1
Li, Wai Keung
1
Miletic, Vuk
1
Milojkovic, Dragana
1
Morettin, Pedro Alberto
1
more ...
less ...
Published in...
All
Journal of risk and financial management : JRFM
The journal of risk model validation
The journal of financial market infrastructures
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What can we expect from a good margin model? : observations from whole-distribution tests of risk-based initial margin models
Murphy, David
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10014485769
Saved in:
2
An empirical evaluation of large dynamic covariance models in portfolio value-at-risk estimation
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 21-39
Persistent link: https://www.econbiz.de/10014335946
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->