//--> //--> //--> //-->
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:"International journal of forecasting"
~subject:"Financial crisis"
~subject:"Markov-Kette"
~subject:"Portfolio selection"
~subject:"Theory"
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:"Expected Shortfall"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Financial crisis
Markov-Kette
Portfolio selection
Theory
Risikomaß
59
Risk measure
59
Forecasting model
49
Prognoseverfahren
49
Theorie
33
Statistical distribution
25
Statistische Verteilung
25
ARCH model
22
ARCH-Modell
22
Volatility
18
Volatilität
18
Estimation
16
Schätzung
16
Portfolio-Management
14
Risk management
13
Risikomanagement
12
Capital income
11
Kapitaleinkommen
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
Bayesian inference
6
Forecasting
6
Backtesting
5
Estimation theory
5
Markov chain
5
Monte Carlo simulation
5
more ...
less ...
Online availability
All
Undetermined
28
Free
2
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Gerlach, Richard
3
Herrera, Rodrigo
2
Wang, Chao
2
Abeywardana, Sachin
1
Ardia, David
1
Bianchi, Michele Leonardo
1
Bluteau, Keven
1
Boudt, Kris
1
Catania, Leopoldo
1
Chen, Cathy W. S.
1
Chen, Hua
1
Chen, Qian
1
Chen, Zhi
1
Clements, Adam
1
De Luca, Giovanni
1
Dijk, Herman K. van
1
Diks, Cees G. H.
1
Dionne, Georges
1
Fang, Hao
1
Fei, Fei
1
Fortin, Alain-Philippe
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Fuertes, Ana María
1
Gaba, Anil
1
Gefang, Deborah
1
Gençay, Ramazan
1
Gerlach, Richard H.
1
Giot, Pierre
1
González, Nicolás
1
Greenwood, David
1
Guermat, Cherif
1
Hao, Hong-Xia
1
Harris, Richard D. F.
1
Hautsch, Nikolaus
1
Hoga, Yannick
1
Hoogerheide, Lennart
1
Hwang, Bruce B. K.
1
Iseringhausen, Martin
1
Kalotychou, Elena
1
more ...
less ...
Published in...
All
International journal of forecasting
Insurance / Mathematics & economics
186
Journal of banking & finance
125
European journal of operational research : EJOR
99
Risks : open access journal
86
Journal of risk
78
Finance research letters
70
Economic modelling
56
International review of financial analysis
53
Discussion paper / Tinbergen Institute
52
Quantitative finance
51
Journal of empirical finance
42
The North American journal of economics and finance : a journal of financial economics studies
42
Applied economics
40
The journal of risk model validation
39
Journal of risk and financial management : JRFM
37
International journal of theoretical and applied finance
35
Journal of economic dynamics & control
32
The European journal of finance
30
Computational economics
29
Journal of econometrics
29
Research paper series / Swiss Finance Institute
28
Scandinavian actuarial journal
28
Finance and stochastics
26
Energy economics
25
Journal of forecasting
25
Operations research
25
International review of economics & finance : IREF
24
Journal of international financial markets, institutions & money
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Operations research letters
24
SFB 649 discussion paper
24
Applied economics letters
23
Research in international business and finance
23
Mathematics and financial economics
22
The journal of credit risk : published quarterly by Incisive Media
22
Astin bulletin : the journal of the International Actuarial Association
21
Journal of financial econometrics
21
Journal of risk management in financial institutions
21
Mathematics of operations research
21
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Hierarchical mortality forecasting with EVT tails : an application to solvency capital requirement
Li, Han
;
Chen, Hua
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 549-563
Persistent link: https://www.econbiz.de/10014547182
Saved in:
5
Portfolio selection under non-gaussianity and systemic risk : a machine learning based forecasting approach
Lin, Weidong
;
Taamouti, Abderrahim
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1179-1188
Persistent link: https://www.econbiz.de/10014547268
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->