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~isPartOf:"Applied economics"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Statistical distribution"
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Search: subject:"Value at Risk"
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Estimation theory
Risiko
Statistical distribution
Risikomaß
53
Risk measure
53
Theorie
23
Theory
23
ARCH model
20
ARCH-Modell
20
Portfolio selection
20
Portfolio-Management
20
Estimation
18
Schätzung
18
Risk
15
Statistische Verteilung
15
Risikomanagement
14
Risk management
14
Volatility
14
Volatilität
14
Multivariate Verteilung
12
Multivariate distribution
12
Ausreißer
11
Outliers
11
Capital income
10
Kapitaleinkommen
10
Forecasting model
9
Prognoseverfahren
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extreme value theory
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Börsenkurs
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Hedging
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Aktienmarkt
6
Stock market
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Emerging economies
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Measurement
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English
25
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Blazsek, Szabolcs
3
Barbi, Massimiliano
2
Long, Huaigang
2
Monteros, Luis Antonio
2
Romagnoli, Silvia
2
Allen, David E.
1
Alles, Lakshman
1
Borges, Maria Rosa
1
Božović, Miloš
1
Chiu, Yen-Chen
1
Chu, Guoqing
1
Chuang, I-Yuan
1
Cover, James Peery
1
Ding, Jin
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Feng, Wenjun
1
Fretheim, Torun
1
Geman, Hélyette
1
Goodwin, Barry K.
1
Gubareva, Mariya
1
Ho, Han-Chiang
1
Jiang, Yuexiang
1
Kristiansen, Glenn
1
Lee, Eun-joo
1
Lee, Hye-Jin
1
Lee, Seung-Hwan
1
Liu, Su-Ping
1
Long, Xingchen
1
Long, Yunshen
1
Ma, Feng
1
Moosavian, Seyyed Ali Zeytoon Nejad
1
Murray, Louis
1
Nolasco Jáuregui, Oralia
1
Powell, Robert
1
Quezada-Téllez, Luis Alberto
1
Salazar Flores, Yuri
1
Shim, Jeungbo
1
Silva, André Luiz Carvalhal da
1
Silvapulle, Paramsothy
1
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Applied economics
Insurance / Mathematics & economics
168
Risks : open access journal
69
Journal of banking & finance
68
European journal of operational research : EJOR
63
Finance research letters
51
Journal of risk
50
Quantitative finance
36
Economic modelling
34
Discussion paper / Tinbergen Institute
33
International review of financial analysis
31
International journal of forecasting
30
Journal of econometrics
25
The journal of risk model validation
25
International journal of theoretical and applied finance
24
Journal of empirical finance
24
Energy economics
23
Scandinavian actuarial journal
23
The journal of operational risk
23
Computational economics
22
Mathematics of operations research
22
The North American journal of economics and finance : a journal of financial economics studies
22
Finance and stochastics
21
Journal of risk and financial management : JRFM
21
International review of economics & finance : IREF
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of forecasting
19
Operations research
19
Research paper series / Swiss Finance Institute
18
Journal of financial econometrics
17
Journal of mathematical finance
17
Mathematics and financial economics
17
Pacific-Basin finance journal
17
The European journal of finance
17
Astin bulletin : the journal of the International Actuarial Association
16
SFB 649 discussion paper
16
Journal of risk management in financial institutions
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Working papers
15
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ECONIS (ZBW)
25
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25
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date (oldest first)
1
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
2
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
3
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
4
A gradient boosting approach to estimating tail risk interconnectedness
Long, Yunshen
;
Zeng, LinQing
;
Wang, Jing
;
Long, Xingchen
; …
- In:
Applied economics
54
(
2022
)
8
,
pp. 862-879
Persistent link: https://www.econbiz.de/10012874756
Saved in:
5
Unconditional density vs conditional density functions in estimating
value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
6
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
7
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
8
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
9
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
10
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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