//--> //--> //--> //-->
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"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
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
Schätzung
16
Portfolio selection
14
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
Markov-Kette
5
Monte Carlo simulation
5
more ...
less ...
Online availability
All
Undetermined
39
Free
3
Type of publication
All
Article
59
Type of publication (narrower categories)
All
Article in journal
59
Aufsatz in Zeitschrift
59
Language
All
English
59
Author
All
Fuertes, Ana María
3
Gerlach, Richard
3
Taleb, Nassim Nicholas
3
Herrera, Rodrigo
2
Kalotychou, Elena
2
Lucas, André
2
Polanski, Arnold
2
Stoja, Evarist
2
Taylor, James W.
2
Wang, Chao
2
Abeywardana, Sachin
1
Adams, Patrick A.
1
Adrian, Tobias
1
Ardia, David
1
Assimakopoulos, V.
1
Bams, Dennis
1
Bar-Yam, Yaneer
1
Baronyan, Sayad
1
Bianchi, Michele Leonardo
1
Blanchard, Gildas
1
Bluteau, Keven
1
Boffelli, Simona
1
Boudt, Kris
1
Boyarchenko, Nina
1
Cardós, Manuel
1
Catania, Leopoldo
1
Chen, Cathy W. S.
1
Chen, Hua
1
Chen, Qian
1
Chen, Zhi
1
Chuliá, Helena
1
Cirillo, Pasquale
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
more ...
less ...
Published in...
All
International journal of forecasting
Insurance / Mathematics & economics
219
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
114
Risks : open access journal
106
Finance research letters
97
International review of financial analysis
75
Energy economics
73
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
68
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
64
MPRA Paper
61
Journal of empirical finance
56
Quantitative finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
44
Journal of econometrics
42
Computational economics
41
International review of economics & finance : IREF
41
Insurance: Mathematics and Economics
39
The European journal of finance
38
Risks
37
Tinbergen Institute Discussion Papers
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of Risk and Financial Management
34
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Tinbergen Institute Discussion Paper
34
Journal of international financial markets, institutions & money
33
Scandinavian actuarial journal
33
Applied economics letters
32
Working papers
32
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Daily growth at risk : financial or real drivers? : the answer is not always the same
Chuliá, Helena
;
Garron, Ignacio
;
Uribe, Jorge
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 762-776
Persistent link: https://www.econbiz.de/10014547204
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->