//--> //--> //--> //-->
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:"Working papers"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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:"Risk measure"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Schätzung
Risikomaß
49
Risk measure
49
Theorie
24
Theory
24
Portfolio selection
18
Portfolio-Management
18
ARCH model
17
ARCH-Modell
17
Estimation
17
Risk management
15
Risikomanagement
14
Statistical distribution
12
Statistische Verteilung
12
Risk
9
Volatility
9
Volatilität
9
Capital income
8
Forecasting model
8
Kapitaleinkommen
8
Risiko
8
GARCH
7
Value at Risk
7
Value-at-Risk
7
VAR model
6
VAR-Modell
6
Ausreißer
5
Basel Accord
5
Basler Akkord
5
Börsenkurs
5
Estimation theory
5
Outliers
5
Schätztheorie
5
Share price
5
Time series analysis
5
Zeitreihenanalyse
5
risk management
5
CVaR
4
Expected Shortfall
4
more ...
less ...
Online availability
All
Free
16
Undetermined
4
Type of publication
All
Book / Working Paper
16
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
22
French
1
Author
All
Chlebus, Marcin
6
Hassani, Samir Saissi
4
Dionne, Georges
3
Billio, Monica
2
Buczyński, Mateusz
2
Caporin, Massimiliano
2
Frattarolo, Lorenzo
2
Pelizzon, Loriana
2
Ardakani, Omid M.
1
Ardia, David
1
Barro, Diana
1
Benavides, Guillermo
1
Buczyńsk, Mateusz
1
Canestrelli, Elio
1
Cipollini, Fabrizio
1
Feng, Xingdong
1
Gallo, Giampiero M.
1
Hoogerheide, Lennart F.
1
Huang, Zhuo
1
Korobilis, Dimitris
1
Lis, Szymon
1
Longin, François M.
1
Mittnik, Stefan
1
Pagliardi, Giovanni
1
Palandri, Alessandro
1
Platanakis, Emmanouil
1
Schiffers, Aleksander
1
Schröder, Maximilian
1
Urquhart, Andrew
1
Wang, Gang-Jin
1
Woźniak, Michał
1
Yi, Yanping
1
Zhu, Chun-Long
1
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Published in...
All
Economics letters
Working papers
International journal of forecasting
48
Finance research letters
33
Journal of banking & finance
33
Journal of forecasting
33
Journal of risk
30
The North American journal of economics and finance : a journal of financial economics studies
26
Discussion paper / Tinbergen Institute
24
International review of financial analysis
24
Applied economics
23
Risks : open access journal
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The journal of risk model validation
21
Energy economics
20
Economic modelling
19
Journal of econometrics
18
Journal of financial econometrics
17
Quantitative finance
17
Journal of risk and financial management : JRFM
15
Econometric Institute research papers
14
Insurance / Mathematics & economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
International review of economics & finance : IREF
13
Research in international business and finance
13
Journal of economic dynamics & control
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Computational economics
11
Working paper
11
CFS working paper series
10
Pacific-Basin finance journal
10
Applied economics letters
9
SFB 649 discussion paper
9
The European journal of finance
9
Journal of risk management in financial institutions
8
CESifo working papers
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
Journal of mathematical finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->