//--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"Statistical Papers / Springer"
~subject:"Risk measure"
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:"Multivariate"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Theorie
55
Theory
55
Multivariate analysis
41
Multivariate Analyse
38
Time series analysis
33
Zeitreihenanalyse
33
Forecasting model
29
Prognoseverfahren
29
Multivariate distribution
18
Cluster analysis
17
Clusteranalyse
17
Multivariate Verteilung
17
Volatility
14
Volatilität
14
Correlation
13
ARCH model
12
ARCH-Modell
12
Capital income
12
Kapitaleinkommen
12
Korrelation
12
Estimation theory
11
Schätztheorie
11
Regional cluster
10
Regionales Cluster
10
Regression analysis
10
Regressionsanalyse
10
VAR model
10
VAR-Modell
10
Börsenkurs
9
Estimation
9
Risikomaß
9
Schätzung
9
Share price
9
Portfolio selection
7
Portfolio-Management
7
Statistical distribution
7
Statistical test
7
Statistische Verteilung
7
Statistischer Test
7
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Berger, Theo
1
Danciulescu, Cristina
1
Gössling, Thalles Weber
1
Herwartz, Helmut
1
Ibragimov, Rustam Ju.
1
Li, Chenxing
1
Li, Handong
1
Maheu, John M.
1
Müller, Fernanda Maria
1
Prokhorov, Artem
1
Raters, Fabian H. C.
1
Righi, Marcelo Brutti
1
Ruenzi, Stefan
1
Sahamkhadam, Maziar
1
Santos, Samuel Solgon
1
Song, Shijia
1
Stephan, Andreas
1
Weigert, Florian
1
more ...
less ...
Published in...
All
Economics letters
Journal of forecasting
Statistical Papers / Springer
Insurance / Mathematics & economics
30
The North American journal of economics and finance : a journal of financial economics studies
18
Energy economics
17
Journal of banking & finance
17
Risks : open access journal
15
Applied economics
13
SFB 649 discussion paper
13
Economic modelling
12
Finance research letters
11
Journal of risk and financial management : JRFM
11
International review of financial analysis
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of risk
8
Computational economics
7
European journal of operational research : EJOR
7
Quantitative finance
7
Journal of empirical finance
6
Pacific-Basin finance journal
6
International journal of forecasting
5
International review of economics & finance : IREF
5
Scandinavian actuarial journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Astin bulletin : the journal of the International Actuarial Association
4
CFS working paper series
4
International Journal of Financial Studies : open access journal
4
International journal of theoretical and applied finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
The European journal of finance
4
Agricultural finance review
3
Applied economics letters
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Financial innovation : FIN
3
Journal of econometrics
3
Journal of mathematical finance
3
Quantitative finance and economics
3
Reihe Quantitative Ökonomie : Ökon
3
Review of quantitative finance and accounting
3
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A
multivariate
GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
2
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
3
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Saved in:
4
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
5
Momentum and crash sensitivity
Ruenzi, Stefan
;
Weigert, Florian
- In:
Economics letters
165
(
2018
),
pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
Saved in:
6
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
7
Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 419-433
Persistent link: https://www.econbiz.de/10011580976
Saved in:
8
Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
9
Backtesting aggregate risk
Danciulescu, Cristina
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 285-307
Persistent link: https://www.econbiz.de/10011580763
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->