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~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Working papers"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Schätzung
Zeitreihenanalyse
Risikomaß
84
Risk measure
84
Theorie
35
Theory
35
Portfolio selection
33
Portfolio-Management
33
Risk management
29
ARCH model
28
ARCH-Modell
28
Risikomanagement
28
Estimation
26
Risk
23
Risiko
22
Volatility
22
Volatilität
22
Statistical distribution
20
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20
Capital income
16
Kapitaleinkommen
16
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14
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14
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Value-at-Risk
12
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Messung
10
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GARCH
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English
38
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Chlebus, Marcin
6
Hassani, Samir Saissi
4
Caporin, Massimiliano
3
Dionne, Georges
3
Billio, Monica
2
Buczyński, Mateusz
2
Frattarolo, Lorenzo
2
McAleer, Michael
2
Pelizzon, Loriana
2
Al-Yahyaee, Khamis Hamed
1
Alexeev, Vitali
1
Ardakani, Omid M.
1
Ardia, David
1
Asai, Manabu
1
Barro, Diana
1
Benavides, Guillermo
1
Bouaddi, Mohammed
1
Buczyńsk, Mateusz
1
Byström, Hans N. E.
1
Canestrelli, Elio
1
Chan, Jennifer So-Kuen
1
Chen, Guojin
1
Chen, Yi-Hsuan
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Chávez-Bedoya, Luis
1
Cipollini, Fabrizio
1
D'Addona, Stefano
1
Feng, Jiabao
1
Feng, Xingdong
1
Gallo, Giampiero M.
1
Guégan, Dominique
1
Han, Liyan
1
Hassani, Bertrand
1
Herwartz, Helmut
1
Hkiri, Besma
1
Hoogerheide, Lennart F.
1
Huang, Zhuo
1
Jimenez-Martin, Juan-Angel
1
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Economics letters
International review of economics & finance : IREF
Working papers
International journal of forecasting
49
Journal of banking & finance
38
Finance research letters
34
Journal of forecasting
33
Journal of risk
33
The North American journal of economics and finance : a journal of financial economics studies
29
International review of financial analysis
27
Discussion paper / Tinbergen Institute
26
Risks : open access journal
25
Applied economics
23
Energy economics
23
Journal of empirical finance
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of risk model validation
22
Economic modelling
21
Journal of econometrics
20
Journal of financial econometrics
17
Journal of risk and financial management : JRFM
17
Quantitative finance
17
Insurance / Mathematics & economics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Econometric Institute research papers
14
Research in international business and finance
14
SFB 649 discussion paper
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Computational economics
13
Journal of economic dynamics & control
13
Pacific-Basin finance journal
12
The European journal of finance
11
Working paper
11
Applied economics letters
10
CFS working paper series
10
Research paper series / Swiss Finance Institute
10
European journal of operational research : EJOR
8
Journal of risk management in financial institutions
8
CESifo working papers
7
Journal of international financial markets, institutions & money
7
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ECONIS (ZBW)
39
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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:
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
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
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
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:
7
HCR & HCR-GARCH - novel statistical learning models for value at risk estimation
Woźniak, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795164
Saved in:
8
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
9
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
10
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
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