//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"FIW working paper"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper"
~subject:"Prognoseverfahren"
~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:"Risk measure"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risikomaß
33
Risk measure
33
Forecasting model
12
Volatility
12
Volatilität
12
Portfolio selection
10
Portfolio-Management
10
Theorie
9
Theory
9
Welt
9
World
9
Basel Accord
8
Basler Akkord
8
Financial crisis
8
Finanzkrise
8
Estimation
7
Risiko
7
Risk
7
Schätzung
7
Capital income
6
Kapitaleinkommen
6
Statistical distribution
4
Statistische Verteilung
4
VAR model
4
VAR-Modell
4
2008-2009
3
Ausreißer
3
Bank
3
Bayes-Statistik
3
Bayesian inference
3
Outliers
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
Ökonometrisches Modell
3
1995-2009
2
1996-2009
2
2008-2010
2
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
23
Aufsatz in Zeitschrift
23
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
McAleer, Michael
8
Jiménez-Martín, Juan-Ángel
3
Pérez Amaral, Teodosio
3
Allen, David E.
2
Caporin, Massimiliano
2
Carriero, Andrea
2
Clark, Todd E.
2
Marcellino, Massimiliano
2
Skriner, Edith
2
Asai, Manabu
1
Asai, Manuabu
1
Medeiros, Marcelo C.
1
Santos, Paulo Araújo
1
Scharth, Marcel
1
Singh, Abhay Kumar
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Applied economics
FIW working paper
Federal Reserve Bank of Cleveland working paper series
Journal of banking & finance
Working paper
Discussion paper / Tinbergen Institute
17
Econometric Institute research papers
11
Working papers
7
CFS working paper series
5
Discussion papers / CEPR
5
Research paper series / Swiss Finance Institute
5
Finance and economics discussion series
4
SFB 649 discussion paper
4
CESifo working papers
3
CIRRELT
3
CORE discussion papers : DP
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Swiss Finance Institute Research Paper
3
Umeå economic studies
3
CIE working paper series
2
Department of Economics working paper series
2
Discussion papers / Adam Smith Business School, University of Glasgow
2
Documents de recherche / ESSEC Centre de Recherche
2
ECARES working paper
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Staff working papers / Bank of England
2
Working papers on finance
2
Working papers series / Federal Reserve Bank of San Francisco
2
Barcelona GSE working paper series : working paper
1
Boston College working papers in economics
1
CAMA working paper series
1
CEA_372Cass working paper series
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
Cambridge working papers in economics
1
DEMB working paper series
1
DNB working papers
1
Department of Economics discussion paper series / University of Oxford
1
Department of Economics discussion papers
1
Discussion paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Deutsche Bundesbank
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nowcasting tail risks to economic activity with many indicators
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388077
Saved in:
2
Capturing macroeconomic tail risks with Bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012153666
Saved in:
3
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
4
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
5
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
6
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
7
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
8
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
9
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
10
Forecasting global flows
Skriner, Edith
-
2008
Persistent link: https://www.econbiz.de/10003819837
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->