//--> //--> //-->
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"
~person:"Blazsek, Szabolcs"
~subject:"Estimation theory"
~subject:"Statistical distribution"
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:"Value at Risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Statistical distribution
ARCH model
3
ARCH-Modell
3
Forecasting model
3
Prognoseverfahren
3
Risikomaß
3
Risk measure
3
Beta-t-EGARCH
2
Estimation
2
Schätzung
2
Statistische Verteilung
2
Theorie
2
Theory
2
CAPM
1
Dynamic conditional score (DCS) models
1
Dynamic conditional score models
1
Markov chain
1
Markov-Kette
1
Markov-switching (MS) models
1
Monte Carlo simulation
1
Monte Carlo value-at-risk
1
Monte-Carlo-Simulation
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Time series analysis
1
VAR model
1
VAR-Modell
1
Zeitreihenanalyse
1
density forecasts
1
dynamic conditional score (DCS) models
1
event-study analysis
1
expected shortfall (ES)
1
out-of-sample density forecasts
1
quasi-AR
1
quasi-ARMA (QARMA)
1
score-driven degrees of freedom
1
systematic risk analysis
1
time-varying heavy tails
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Blazsek, Szabolcs
Monteros, Luis Antonio
2
Allen, David E.
1
Barbi, Massimiliano
1
Božović, Miloš
1
Chiu, Yen-Chen
1
Chu, Guoqing
1
Chuang, I-Yuan
1
Ding, Jin
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Feng, Wenjun
1
Fretheim, Torun
1
Geman, Hélyette
1
Goodwin, Barry K.
1
Jiang, Yuexiang
1
Kristiansen, Glenn
1
Long, Huaigang
1
Long, Xingchen
1
Long, Yunshen
1
Moosavian, Seyyed Ali Zeytoon Nejad
1
Nolasco Jáuregui, Oralia
1
Powell, Robert
1
Quezada-Téllez, Luis Alberto
1
Romagnoli, Silvia
1
Salazar Flores, Yuri
1
Silvapulle, Paramsothy
1
Singh, Abhay Kumar
1
Totić, Selena
1
Tursunalieva, Ainura
1
Wang, Donghua
1
Wang, Jing
1
Wirjanto, Tony S.
1
Wu, Liang
1
Xu, Dinghai
1
Yiming, Wang
1
Zaremba, Adam
1
Zeng, LinQing
1
Zhang, Zhengjun
1
more ...
less ...
Published in...
All
Applied economics
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Event-study analysis by using dynamic conditional score models
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
45
,
pp. 4530-4541
Persistent link: https://www.econbiz.de/10011844230
Saved in:
2
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->