//--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~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
18
Risk measure
18
Forecasting model
8
Volatility
8
Volatilität
8
Basel Accord
7
Basler Akkord
7
Financial crisis
7
Finanzkrise
7
Portfolio selection
7
Portfolio-Management
7
Welt
7
World
7
Capital income
5
Kapitaleinkommen
5
2008-2009
3
Estimation
3
Schätzung
3
USA
3
United States
3
1995-2009
2
1996-2009
2
2008-2010
2
Ausreißer
2
Bank
2
Country risk
2
Derivat
2
Derivative
2
Edelmetall
2
Länderrisiko
2
Outliers
2
Precious metal
2
Statistical distribution
2
Statistische Verteilung
2
1984-2005
1
2000-2010
1
2005-2013
1
ARCH model
1
ARCH-Modell
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
McAleer, Michael
Jiménez-Martín, Juan-Ángel
3
Pérez Amaral, Teodosio
3
Allen, David E.
2
Caporin, Massimiliano
2
Trojani, Fabio
2
Almeida, Caio
1
Ardison, Kym
1
Asai, Manabu
1
Asai, Manuabu
1
Cambou, Mathieu
1
Camponovo, Lorenzo
1
Filipović, Damir
1
Garcia, René
1
Haas, Markus
1
Jondeau, Eric
1
Krause, Jochen
1
Mancini, Loriano
1
Medeiros, Marcelo C.
1
Paolella, Marc S.
1
Rockinger, Michael
1
Santos, Paulo Araújo
1
Scaillet, Olivier
1
Scharth, Marcel
1
Singh, Abhay Kumar
1
Steude, Sven Christian
1
Vicente, José Valentim Machado
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Applied economics
Journal of banking & finance
Research paper series / Swiss Finance Institute
Working paper
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
5
School of Accounting, Finance and Economics & FEMARC working paper series
2
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
5
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
6
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:
7
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->