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~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"Uniwersytet Warszawski / Wydział Nauk Ekonomicznych"
~type_genre:"Working Paper"
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Risikomaß
7
Risk measure
7
Estimation
6
Schätzung
6
Social values
4
Soziale Werte
4
USA
4
United States
4
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Working Paper
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20
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English
20
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Chlebus, Marcin
3
Hagemejer, Jan
3
McAleer, Michael
3
Buczyński, Mateusz
2
Zagórska, Katarzyna
2
Angelidis, Ioannis
1
Ariga, Ken
1
Asai, Manabu
1
Aslam, Uzma
1
Becker, Thomas
1
Brunello, Giorgio
1
Budziński, Wiktor
1
Caporin, Massimiliano
1
Czajkowski, Mikołaj
1
Da Veiga, Bernardo
1
Earle, John S.
1
Ghodsi, Mahdi
1
Giannini, Massimo Severo
1
Habermalz, Steffen
1
Hammoudeh, Shawkat
1
Hoti, Suhejla
1
Härpfer, Marco
1
Kukla-Gryz, Anna
1
Lalive, Rafael
1
Malik, Farooq
1
Merz, Monika
1
Mućk, Jakub
1
Oxley, Les
1
Reale, Marco
1
Sabirianova Peter, Klara
1
Scarrott, Carl John
1
Schwarze, Johannes
1
Sliwka, Dirk
1
Spicer, Andrew
1
Stutzer, Alois
1
Szewczyk, Peter
1
Weichselbaumer, Doris
1
Winter-Ebmer, Rudolf
1
Yashiv, Eran
1
Zandersen, Marianne
1
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Forschungsinstitut zur Zukunft der Arbeit
University of Canterbury / Dept. of Economics and Finance
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
National Bureau of Economic Research
88
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Agricultural Land Markets - Efficiency and Regulation
9
Center for Economic Research <Tilburg>
9
OECD
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
European University Institute / Department of Economics
8
The Wharton Financial Institutions Center
8
Erasmus Research Institute of Management
7
Instituto Valenciano de Investigaciones Económicas
7
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
William Davidson Institute <Ann Arbor, Mich.>
7
European University Institute / Department of Law
6
Institut für Weltwirtschaft
6
Rutgers University / Department of Economics
6
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
6
Federal Reserve Bank of San Francisco
5
Melbourne Business School
5
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
5
Basel Committee on Banking Supervision
4
Claremont Institute for Economic Policy Studies
4
Federal Reserve Bank of St. Louis
4
GIGA German Institute of Global and Area Studies
4
Großbritannien / Department for Business, Energy & Industrial Strategy
4
International Center for Financial Asset Management and Engineering
4
Internationaler Währungsfonds / Fiscal Affairs Department
4
Keizai-Sangyō-Kenkyūsho <Tokio>
4
School of Economics and Finance <Brisbane>
4
Svenska Handelshögskolan <Helsinki>
4
Australian National University / Faculty of Economics and Commerce
3
Boston College / Department of Economics
3
Econometrisch Instituut <Rotterdam>
3
Elinkeinoelämän Tutkimuslaitos
3
Harvard Institute for International Development
3
Institute for Fiscal Studies
3
Internationaler Währungsfonds / Research Department
3
Közgazdaság- és Regionális Tudományi Kutatóközpont / Világgazdasági Intézet
3
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Discussion paper series / IZA
8
Working papers
8
Working paper
4
Source
All
ECONIS (ZBW)
20
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1
Old-fashioned parametric models are still the best : a comparison of
Value
-at-Risk approaches in several volatility states
Buczyński, Mateusz
;
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2019
Persistent link: https://www.econbiz.de/10012041611
Saved in:
2
Unraveling the economic performance of the CEEC countries : the role of exports and global
value
chains
Hagemejer, Jan
;
Mućk, Jakub
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2018
Persistent link: https://www.econbiz.de/10011912599
Saved in:
3
Is CAViaR model really so good in
Value
at Risk forecasting? : evidence from evaluation of a quality of
Value
-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GAR...
Buczyński, Mateusz
;
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2017
Persistent link: https://www.econbiz.de/10011907622
Saved in:
4
EWS-GARCH : new regime switching approach to forecast
value
-at-risk
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011788233
Saved in:
5
Up or down the
value
chain? : the comparative analysis of the GVC position of the economies of the new EU member states
Hagemejer, Jan
;
Ghodsi, Mahdi
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011788519
Saved in:
6
Exports and growth in the New Member States : the role of global
value
chains
Hagemejer, Jan
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011843463
Saved in:
7
Forecasting
value
-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
8
Do cultural differences affect voluntary payment decisions? : evidence from guided tours
Kukla-Gryz, Anna
;
Szewczyk, Peter
;
Zagórska, Katarzyna
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2018
Persistent link: https://www.econbiz.de/10011912443
Saved in:
9
Recreational
value
of the Baltic Sea : a spatially explicit site choice model accounting for environmental conditions
Czajkowski, Mikołaj
;
Zandersen, Marianne
;
Aslam, Uzma
; …
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2018
Persistent link: https://www.econbiz.de/10011926036
Saved in:
10
Value
-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
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