//--> //--> //-->
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 review of financial analysis"
~person:"Degiannakis, Stavros"
~person:"Polanski, Arnold"
~subject:"Capital income"
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:"Risk measure"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
ARCH model
2
ARCH-Modell
2
Estimation
2
Expected shortfall
2
Forecasting model
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Schätzung
2
Value-at-risk
2
Volatility
2
Volatility forecasting
2
Volatilität
2
Aktienindex
1
Basel Accord
1
Basel II
1
Basel III
1
Basler Akkord
1
Exchange rate
1
Forecasting accuracy
1
Intra-day data
1
Kapitaleinkommen
1
Long memory
1
Multi-period forecasting
1
Multi-period-ahead
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risk management
1
Risk modeling
1
Stock index
1
Time series analysis
1
Wechselkurs
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Degiannakis, Stavros
Polanski, Arnold
Akinsomi, Omokolade
1
Bee, Marco
1
Berger, Theo
1
Bredin, Donal
1
Brooks, Robert
1
Butt, Hilal Anwar
1
Chen, Zhihua
1
Chrétien, Stéphane
1
Coggins, Frank
1
Conlon, Thomas
1
Dai, Zhifeng
1
Dent, Pamela
1
Di, Zengru
1
Do, Hung Xuan
1
Eom, Cheoljun
1
Eom, Yunsung
1
Fan, Ying
1
Floros, Christos
1
Gao, Xiangyun
1
González Sánchez, Mariano
1
Han, Yingwei
1
Huang, Shupei
1
Ji, Qiang
1
Kang, Jie
1
Karmakar, Madhusudan
1
Lee, Tae-hwy
1
Li, Handong
1
Li, Jie
1
Liu, Bing-Yue
1
Liu, Lu
1
Liu, Zhenya
1
Lu, Shanglin
1
Ma, Yao
1
Missong, Martin
1
Nave Pineda, Juan M.
1
Odusami, Babatunde Olatunji
1
Park, Jong Won
1
Paul, Samit
1
Potì, Valerio
1
more ...
less ...
Published in...
All
International review of financial analysis
Discussion paper / University of Bristol, Department of Economics
2
International journal of forecasting
1
Journal of forecasting
1
Journal of international money and finance
1
Research in international business and finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->