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~isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
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6
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6
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4
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Marcellino, Massimiliano
3
Carriero, Andrea
2
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2
Clark, Todd E.
2
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2
Kim, Minjoo
2
Zhao, Yang
2
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1
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1
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Discussion papers / Adam Smith Business School, University of Glasgow
Discussion papers / CEPR
Journal of banking & finance
Discussion paper / Tinbergen Institute
39
Research paper series / Swiss Finance Institute
23
SFB 649 discussion paper
22
Working papers
17
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14
Econometric Institute research papers
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7
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6
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Sveriges Riksbank working paper series
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DNB working paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Deutsche Bundesbank
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper series / Harvard Institute of Economic Research
4
Discussion paper series / LSE Financial Markets Group
4
Dresdner Beiträge zur Betriebswirtschaftslehre
4
Report / Erasmus Center for Financial Research, Erasmus University
4
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Discussion papers of interdisciplinary research project 373
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Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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ECONIS (ZBW)
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1
Risky oil : it's all in the tails
Baumeister, Christiane
;
Huber, Florian
;
Marcellino, …
-
2024
Persistent link: https://www.econbiz.de/10014537272
Saved in:
2
Labour at risk
Botelho, Vasco
;
Foroni, Claudia
;
Renzetti, Andrea
-
2023
Persistent link: https://www.econbiz.de/10014365434
Saved in:
3
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013286806
Saved in:
4
Sharing asymmetric tail risk : smoothing, asset pricing and terms of trade
Corsetti, Giancarlo
;
Lipinska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012601997
Saved in:
5
Nowcasting tail risk to economic activity at a weekly frequency
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012609779
Saved in:
6
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
-
2020
Persistent link: https://www.econbiz.de/10012253930
Saved in:
7
From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Rossi, Barbara
;
Ganics, Gergely
;
Sekhposyan, Tatevik
-
2020
Persistent link: https://www.econbiz.de/10012196192
Saved in:
8
Modeling dependence structure and forecasting market risk with dynamic asymmetric copula
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2015
Persistent link: https://www.econbiz.de/10011325736
Saved in:
9
Modeling dependence structure and forecasting portfolio value-at-risk with dynamic copulas
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2014
Persistent link: https://www.econbiz.de/10010430003
Saved in:
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