//--> //--> //--> //-->
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:"Insurance: Mathematics and Economics"
~isPartOf:"Journal of econometrics"
~subject:"Estimation"
~subject:"Risikomanagement"
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:"Value at Risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Risikomanagement
Risikomaß
42
Risk measure
42
Theorie
22
Theory
22
Schätzung
15
Statistical distribution
15
Statistische Verteilung
15
Value-at-Risk
15
Portfolio selection
14
Portfolio-Management
14
Value at risk
14
Estimation theory
13
Risk management
13
Schätztheorie
13
ARCH model
11
ARCH-Modell
11
Capital income
9
Kapitaleinkommen
9
Volatility
9
Volatilität
9
Risk
8
Time series analysis
8
Value-at-risk
8
Zeitreihenanalyse
8
Risiko
7
Stochastic process
7
Stochastischer Prozess
7
Ausreißer
6
Forecasting model
6
Optimal reinsurance
6
Outliers
6
Prognoseverfahren
6
Extreme value theory
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Regression analysis
5
Regressionsanalyse
5
Risk measures
5
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
25
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Conference paper
1
Konferenzbeitrag
1
Language
All
English
26
Author
All
Francq, Christian
3
Zakoïan, Jean-Michel
3
Hong, Yongmiao
2
Härdle, Wolfgang
2
Wang, Weining
2
Zhang, Zhengjun
2
Bandi, Federico M.
1
Blasques, Francisco
1
Bollerslev, Tim
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chavez-Demoulin, V.
1
Chen, Rong
1
Chen, Rui
1
Chen, Yu
1
Chu, Amanda M. Y.
1
Daouia, Abdelaati
1
Diebold, Francis X.
1
Duong, Diep
1
Egorov, Alexej V.
1
Embrechts, Paul
1
Fan, Jianqing
1
Girard, Stéphane
1
Jiménez-Martín, Juan-Ángel
1
Ke, Yuan
1
Kim, Tae-hwan
1
Koopman, Siem Jan
1
Li, Haitao
1
Liao, Yuan
1
Liu, Shouwei
1
Liu, Yanhui
1
Luati, Alessandra
1
Lucas, André
1
Luciano, Elisa
1
Maasoumi, Esfandiar
1
Manganelli, Simone
1
Paolella, Marc S.
1
Patton, Andrew J.
1
Polak, Pawel
1
more ...
less ...
Published in...
All
Insurance: Mathematics and Economics
Journal of econometrics
Insurance / Mathematics & economics
104
Journal of banking & finance
71
Risks : open access journal
63
Journal of risk
57
Finance research letters
49
European journal of operational research : EJOR
42
Energy economics
39
The North American journal of economics and finance : a journal of financial economics studies
39
Economic modelling
38
The journal of risk model validation
35
International review of financial analysis
33
Quantitative finance
28
Applied economics
27
The journal of operational risk
27
International journal of forecasting
26
International review of economics & finance : IREF
23
Journal of empirical finance
23
Discussion paper / Tinbergen Institute
22
Journal of risk and financial management : JRFM
21
Journal of risk management in financial institutions
20
International journal of theoretical and applied finance
18
Research in international business and finance
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Research paper series / Swiss Finance Institute
16
SpringerLink / Bücher
16
Working papers
16
Computational economics
15
Journal of international financial markets, institutions & money
15
Journal of financial econometrics
14
Journal of mathematical finance
14
Pacific-Basin finance journal
14
The European journal of finance
14
SFB 649 discussion paper
13
Finance and stochastics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Applied economics letters
11
Economics letters
11
International journal of risk assessment and management : IJRAM
11
Journal of economic dynamics & control
11
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
5
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
6
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
7
Dynamic semiparametric models for expected shortfall (and
Value-at-Risk
)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
8
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
9
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
10
Mark to market
value
at
risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->