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~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Working papers"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Time series analysis"
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Prognoseverfahren
Schätzung
Time series analysis
Risikomaß
89
Risk measure
89
Theorie
35
Theory
35
Portfolio selection
34
Portfolio-Management
34
Risk management
31
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30
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29
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29
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26
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25
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23
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Chlebus, Marcin
6
Hassani, Samir Saissi
4
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3
Dionne, Georges
3
Billio, Monica
2
Buczyński, Mateusz
2
Frattarolo, Lorenzo
2
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2
Pelizzon, Loriana
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1
Alexeev, Vitali
1
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1
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1
Asai, Manabu
1
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1
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1
Bouaddi, Mohammed
1
Buczyńsk, Mateusz
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Hkiri, Besma
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Economics letters
International review of economics & finance : IREF
Working papers
International journal of forecasting
53
Finance research letters
42
Journal of banking & finance
38
Journal of risk
35
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
29
International review of financial analysis
28
The journal of risk model validation
27
Discussion paper / Tinbergen Institute
26
Energy economics
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Risks : open access journal
25
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18
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Computational economics
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Econometric Institute research papers
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Research in international business and finance
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of economic dynamics & control
13
Pacific-Basin finance journal
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The European journal of finance
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Applied economics letters
10
CFS working paper series
10
Research paper series / Swiss Finance Institute
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European journal of operational research : EJOR
8
Journal of risk management in financial institutions
8
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ECONIS (ZBW)
41
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1
Forecasting the effect of extreme sea-level rise on financial market risk
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014535506
Saved in:
2
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
3
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
4
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
5
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
6
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
7
Volatility forecasts by clustering$applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
8
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
9
GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks
Buczyński, Mateusz
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795155
Saved in:
10
HCR & HCR-GARCH - novel statistical learning models for value at risk estimation
Woźniak, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795164
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