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~isPartOf:"International journal of forecasting"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Messung"
~subject:"Schätzung"
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Estimation theory
Kapitaleinkommen
Messung
Schätzung
Risikomaß
59
Risk measure
59
Forecasting model
49
Prognoseverfahren
49
Theorie
33
Theory
33
Statistical distribution
25
Statistische Verteilung
25
ARCH model
22
ARCH-Modell
22
Volatility
18
Volatilität
18
Estimation
16
Portfolio selection
14
Portfolio-Management
14
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13
Risikomanagement
12
Capital income
11
Expected shortfall
10
Risk
9
Time series analysis
9
Value at risk
9
Zeitreihenanalyse
9
Outliers
8
Ausreißer
7
Extreme value theory
7
Risiko
7
VAR model
7
VAR-Modell
7
Value-at-Risk
7
Bayes-Statistik
6
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6
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6
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5
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5
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23
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English
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Lucas, André
2
Adams, Patrick A.
1
Adrian, Tobias
1
Baronyan, Sayad
1
Bianchi, Michele Leonardo
1
Boyarchenko, Nina
1
Cardós, Manuel
1
Clements, Adam
1
De Luca, Giovanni
1
Dionne, Georges
1
Fei, Fei
1
Fortin, Alain-Philippe
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Fuertes, Ana María
1
Gerlach, Richard
1
Giannone, Domenico
1
Greenwood, David
1
Hao, Hong-Xia
1
Herrera, Rodrigo
1
Iseringhausen, Martin
1
Jobst, Rainer
1
Kalotychou, Elena
1
Kang, Kyu Ho
1
Kellner, Ralf
1
Kim, Dongwhan
1
Kourentzes, Nikolaos
1
Lazar, Emese
1
Li, Xixi
1
Lin, Jin-Guan
1
Meng, Xiaochun
1
Mengütürk, Levent Ali
1
Mucha-Kruczyński, Marcin
1
Omori, Yasuhiro
1
Opschoor, Anne
1
Polanski, Arnold
1
Rice, Gregory
1
Rivieccio, Giorgia
1
Rubia, Antonio
1
Rösch, Daniel
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International journal of forecasting
Insurance / Mathematics & economics
128
Journal of risk
59
Journal of banking & finance
50
Finance research letters
49
Risks : open access journal
44
European journal of operational research : EJOR
37
The North American journal of economics and finance : a journal of financial economics studies
33
International review of financial analysis
32
Quantitative finance
31
Applied economics
29
The journal of risk model validation
29
Journal of econometrics
26
Energy economics
24
Journal of empirical finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Economic modelling
23
Discussion paper / Tinbergen Institute
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
International journal of theoretical and applied finance
20
Journal of forecasting
20
International review of economics & finance : IREF
19
Journal of risk and financial management : JRFM
19
Mathematics and financial economics
19
Mathematics of operations research
19
Research in international business and finance
19
Computational economics
18
Finance and stochastics
18
Journal of financial econometrics
17
Research paper series / Swiss Finance Institute
17
Working papers
16
Journal of mathematical finance
14
Pacific-Basin finance journal
14
Scandinavian actuarial journal
14
Journal of economic dynamics & control
13
Journal of international financial markets, institutions & money
13
Operations research letters
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
SFB 649 discussion paper
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
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ECONIS (ZBW)
23
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
3
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
4
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
5
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
6
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
7
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
8
Observation-driven models for realized variances and overnight returns applied to
value-at-risk
and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
9
Conditional
value-at-risk
forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
10
Forecasting macroeconomic risks
Adams, Patrick A.
;
Adrian, Tobias
;
Boyarchenko, Nina
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1173-1191
Persistent link: https://www.econbiz.de/10012794835
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