//--> //--> //-->
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
~institution:"Instituto Valenciano de Investigaciones Económicas"
~subject:"Bankrisiko"
~subject:"Estimation"
~subject:"Risk measure"
~type_genre:"Arbeitspapier"
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:"CVaR (Conditional value at risk)"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bankrisiko
Estimation
Risk measure
Risikomaß
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Argentina
1
Argentinien
1
Electric power industry
1
Electricity price
1
Elektrizitätswirtschaft
1
Forecasting model
1
Prognoseverfahren
1
Stock index
1
Strompreis
1
Theorie
1
Theory
1
VAR model
1
VAR-Modell
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
2
Author
All
León Valle, Ángel Manuel
1
Rubia, Antonio
1
Ñíguez, Trino-Manuel
1
Institution
All
Instituto Valenciano de Investigaciones Económicas
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Pensions Institute
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Basel Committee on Banking Supervision
2
Federal Reserve Bank of San Francisco
2
International Center for Financial Asset Management and Engineering
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Banco Central do Brasil
1
Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
Harvard Institute for International Development
1
International Monetary Fund
1
Massachusetts Institute of Technology / Department of Economics
1
Melbourne Business School
1
The Wharton Financial Institutions Center
1
Trinity College Dublin / Department of Economics
1
Umeå Universitet / Institutionen för Nationalekonomi
1
University of Strathclyde / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Université de Lausanne / Institut de gestion bancaire et financière
1
more ...
less ...
Published in...
All
Working papers / Instituto Valenciano de Investigaciones Económicas
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Saved in:
2
Forecasting time-varying covariance matrices in intradaily electricity spot prices
León Valle, Ángel Manuel
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696018
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->