//--> //--> //-->
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:"Journal of econometrics"
~language:"eng"
~person:"Polanski, Arnold"
~person:"Vries, Casper G. de"
~subject:"Risikomaß"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
VAR model
1
VAR-Modell
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
Author
All
Polanski, Arnold
Vries, Casper G. de
Francq, Christian
3
Zakoïan, Jean-Michel
3
Hong, Yongmiao
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Wang, Weining
2
White, Halbert
2
Zhang, Zhengjun
2
Bandi, Federico M.
1
Bertail, Patrice
1
Blasques, Francisco
1
Bollerslev, Tim
1
Borowska, Agnieszka
1
Cai, Zongwu
1
Calvet, Laurent E.
1
Catania, Leopoldo
1
Chan, Ngai Hang
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
Czellar, Veronika
1
Daníelsson, Jón
1
Daouia, Abdelaati
1
Deng, Shi-jie
1
Diebold, Francis X.
1
Dijk, Herman K. van
1
Duong, Diep
1
Egorov, Alexej V.
1
Embrechts, Paul
1
Fan, Jianqing
1
Girard, Stéphane
1
Gouriéroux, Christian
1
Guidolin, Massimo
1
Hill, Jonathan B.
1
Hoogerheide, Lennart
1
Hsu, Yu-Chin
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Tinbergen Institute
13
Bank of England Working Paper
3
Staff working papers / Bank of England
3
Discussion paper / LSE Financial Markets Group
2
Discussion paper / University of Bristol, Department of Economics
2
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of finance
1
DNB working paper
1
ESRB: Working Paper Series
1
Economics letters
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Money matters : essays in honour of Alan Walters
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10009706202
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->