//--> //--> //-->
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:"Energy economics"
~isPartOf:"Quantitative finance"
~isPartOf:"ebook"
~person:"Härdle, Wolfgang"
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 shortfall"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
4
Portfolio-Management
4
Risikomaß
4
Risk measure
4
Cryptocurrencies
2
Risikomanagement
2
Risk management
2
Theorie
2
Theory
2
Virtual currency
2
Virtuelle Währung
2
Volatility
2
Volatilität
2
Ausreißer
1
Business network
1
Credit risk
1
Derivat
1
Derivative
1
Deutschland
1
Econometrics
1
Expected shortfall
1
Expectiles
1
Financial Engineering
1
Financial services
1
Finanzdienstleistung
1
Finanzmathematik
1
Germany
1
Hedging
1
Hedging copulas
1
Kreditrisiko
1
Market risk
1
Mathematical finance
1
Multivariate Verteilung
1
Multivariate distribution
1
Network dynamics
1
Outliers
1
PC software
1
PC-Software
1
Penalisation parameter
1
Quantile LASSO regression
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Collection of articles of several authors
1
Lehrbuch
1
Sammelwerk
1
Textbook
1
Language
All
English
4
Author
All
Härdle, Wolfgang
Ji, Qiang
6
Fan, Ying
4
Liu, Bing-Yue
4
Gerlach, Richard
3
Hammoudeh, Shawkat
3
Tiwari, Aviral Kumar
3
Bouri, Elie
2
Caporin, Massimiliano
2
Chen, Qian
2
Delage, Erick
2
He, Kaijian
2
Herrera, Rodrigo
2
Ke, Rui
2
Li, Jonathan Yu-Meng
2
Lyu, Yongjian
2
Marzban, Saeed
2
Okhrin, Ostap
2
Peña Sánchez de Rivera, Juan Ignacio
2
Shahzad, Syed Jawad Hussain
2
Sit, Tony
2
Wang, Chao
2
Wang, Yudong
2
Wong, Hoi Ying
2
Yoon, Seong-min
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Ahmed, Rizwan
1
Al-Yahyaee, Khamis Hamed
1
Alexander, Carol
1
Aloui, Riadh
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Asem, Ebenezer
1
Auer, Benjamin R.
1
Awudu, Iddrisu
1
Baum, Christopher F.
1
Bee, Marco
1
Belkacem, Lotfi
1
Ben Aïssa, Mohamed Safouane
1
more ...
less ...
Published in...
All
Energy economics
Quantitative finance
ebook
SFB 649 discussion paper
17
Applied quantitative finance
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Journal of econometrics
2
SFB 649 Discussion Papers
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Computational economics
1
Discussion papers of interdisciplinary research project 373
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Measuring risk in complex stochastic systems
1
Research in international business and finance
1
Review of derivatives research
1
Springer eBook Collection / Mathematics and Statistics
1
SpringerLink / Bücher
1
Statistics and computing
1
The Singapore economic review
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
2
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
3
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
4
Applied quantitative finance : theory and computational tools
Härdle, Wolfgang
;
Stahl, Gerhard
-
2002
Persistent link: https://www.econbiz.de/10001676122
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->