//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper"
~person:"Raponi, Valentina"
~subject:"Financial services"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Statistischer Test"
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 measure"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Financial services
Portfolio selection
Prognoseverfahren
Statistischer Test
CAViaR
1
Capital income
1
Estimation
1
Expected shortfall
1
Forecasting model
1
Kapitaleinkommen
1
Multiple quantiles
1
Multivariate asymmetric laplace distribution
1
Portfolio-Management
1
Quantile regression
1
Regression analysis
1
Regressionsanalyse
1
Risikomaß
1
Risk measure
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Value at risk
1
more ...
less ...
Online availability
All
Undetermined
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
Raponi, Valentina
Bernard, Carole
2
McNeil, Alexander J.
2
Rösch, Daniel
2
Abduraimova, Kumushoy
1
An, Yunbi
1
Anand, Abhinav
1
Armstrong, John
1
Biffi, Paola
1
Bonaccolto, Giovanni
1
Brandtner, Mario
1
Breuer, Thomas
1
Brigo, Damiano
1
Brownlees, Christian
1
Buccioli, Alice
1
Caporin, Massimiliano
1
Chabot, Ben
1
Chen Zhou
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chou, Ray Yeutien
1
Claußen, Arndt
1
Cui, Xuecan
1
Cui, Xueting
1
Dias, Alexandra
1
Furman, Edward
1
Gagnon, Marie-Hélène
1
Ghysels, Eric
1
Gordy, Michael B.
1
Gómez, Fabio
1
He, Liang
1
Härdle, Wolfgang
1
Kiesel, Rüdiger
1
Kim, Young Shin
1
Kircher, Felix
1
Koch Medina, Pablo
1
Kokholm, Thomas
1
Kratz, Marie
1
Kurosaki, Tetsuo
1
Kurz, Christopher J.
1
Laurent, Jean-Paul
1
more ...
less ...
Published in...
All
Journal of banking & finance
Working paper
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->