//--> //--> //-->
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:"CEA_372Cass working paper series"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
~type_genre:"Sammlung"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risiko
Risikomaß
2
Risk measure
2
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Estimation
1
Forecasting model
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risk
1
Risk management
1
Schätzung
1
Share price
1
Systematic risk
1
Volatility
1
Volatilität
1
downside beta
1
extreme events
1
high frequency
1
jumps
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
Hochschulschrift
Sammlung
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Urga, Giovanni
2
Alexeev, Vitali
1
Boffelli, Simona
1
Leccadito, Arturo
1
Yao, Wenying
1
Published in...
All
CEA_372Cass working paper series
Discussion paper / Tinbergen Institute
28
Research paper series / Swiss Finance Institute
16
Working papers
13
Working paper
12
Econometric Institute research papers
11
Discussion papers / CEPR
8
SFB 649 discussion paper
8
Swiss Finance Institute Research Paper
8
CFS working paper series
7
Staff working papers / Bank of England
7
Working papers / TSE : WP
6
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
CESifo working papers
4
Discussion paper
4
Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
4
Dresdner Beiträge zu quantitativen Verfahren
4
Finance and economics discussion series
4
Working paper series
4
Working paper series / European Central Bank
4
Working papers on finance
4
CIRRELT
3
CORE discussion papers : DP
3
DNB working papers
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Documento de trabajo / Fundación de las Cajas de Ahorros
3
International finance discussion papers
3
Schriftenreihe Finanzmanagement
3
Umeå economic studies
3
Working paper / Centre for Financial Research
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
Working papers series in theoretical and applied economics
3
AFI
2
BestMasters
2
CAEPR working papers
2
CIE working paper series
2
Cahiers d'etudes / Banque Centrale du Luxembourg
2
Carlo Alberto notebooks
2
DEM working paper series
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric jump beta estimation with implications forportfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
-
2017
Persistent link: https://www.econbiz.de/10012806610
Saved in:
2
Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo
;
Boffelli, Simona
;
Urga, Giovanni
-
2013
Persistent link: https://www.econbiz.de/10010440889
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->