//--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"Economic modelling"
~person:"Caporin, Massimiliano"
~subject:"Portfolio-Management"
~subject:"Statistische Verteilung"
~subject:"Welt"
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:"Expected tail loss"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Statistische Verteilung
Welt
Forecasting model
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Volatility
2
Volatilität
2
2000-2010
1
ARCH model
1
ARCH-Modell
1
Capital income
1
Estimation
1
Kapitaleinkommen
1
Modellierung
1
Schätzung
1
Scientific modelling
1
Statistical distribution
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
United States
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Caporin, Massimiliano
McAleer, Michael
16
Pérez Amaral, Teodosio
6
Jiménez-Martín, Juan-Ángel
5
Chang, Chia-Lin
4
Hammoudeh, Shawkat
3
Allen, David E.
2
Asai, Manabu
2
Bi̇rbi̇l, Ş. İlker
2
Frenk, Johannes G.
2
Gatfaoui, Hayette
2
Gerlach, Richard
2
Jiang, Cuixia
2
Kaynar, Bahar
2
Su, Xiaoshan
2
Tansuchat, Roengchai
2
Xu, Qifa
2
Yu, Keming
2
Abbas, Qaisar
1
Akhter, Selim
1
Ali Shah, Syed Zulfiqar
1
Andrieş, Alin Marius
1
Ayub, Usman
1
Bai, Manying
1
Barbagli, Matteo
1
Ben Abdelaziz, Fouad
1
Ben Ameur, Hachmi
1
Berger, Theo
1
Bin, Liu
1
Braekers, Roel
1
Candelon, Bertrand
1
Cao, Yufei
1
Changqing, Luo
1
Cheffou, Abdoulkarim Idi
1
Chen, Cathy W. S.
1
Chen, Fen-ying
1
Chen, Lu
1
Chen, Rongda
1
Chen, Xiangjin B.
1
Chen, Xiaohong
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Economic modelling
Discussion paper / Tinbergen Institute
1
European journal of operational research : EJOR
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Working paper
1
Working papers
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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/10009619566
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->