//--> //--> //--> //-->
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 empirical finance"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
55
Risk measure
55
Theorie
35
Theory
35
ARCH model
26
ARCH-Modell
26
Portfolio selection
19
Portfolio-Management
19
Volatility
16
Volatilität
16
Forecasting model
15
Prognoseverfahren
15
Statistical distribution
15
Statistische Verteilung
15
Estimation
13
Schätzung
13
Risikomanagement
12
Risk management
12
Capital income
11
Kapitaleinkommen
11
Risiko
11
Risk
11
Outliers
9
Ausreißer
8
Time series analysis
8
Zeitreihenanalyse
8
Börsenkurs
7
Extreme value theory
7
Share price
7
Value-at-Risk
5
Value-at-risk
5
Expected shortfall
4
Financial market
4
Finanzmarkt
4
Markov chain
4
Markov-Kette
4
Tail risk
4
USA
4
United States
4
VAR model
4
more ...
less ...
Online availability
All
Undetermined
27
Type of publication
All
Article
54
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
55
Author
All
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Herrera, Rodrigo
2
Molnár, Peter
2
Allen, David
1
Almeida, Helena Tenório Veiga de
1
Baillie, Richard
1
Bali, Turan G.
1
Bee, Marco
1
Beltratti, Andrea
1
Berens, Tobias
1
Bernardi, Mauro
1
Bi, Jia
1
Billio, Monica
1
Bonato, Matteo
1
Borri, Nicola
1
Bouvatier, Vincent
1
Brooks, Chris
1
Byun, Suk Joon
1
Cai, Jun
1
Candia Campano, Claudio
1
Caporin, Massimiliano
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Chen, Ren-Raw
1
Chen, Yi-Hsuan
1
Cheng, Wan-hsiu
1
Chevapatrakul, Thanaset
1
Choi, Pilsun
1
Chow, William W.
1
Christoffersen, Peter F.
1
Clare, Andrew D.
1
Constantinou, Nick
1
Dacorogna, Michel M.
1
Dalle Molle, John W.
1
De Lira Salvatierra, Irving Arturo
1
Dionne, Georges
1
Du, Jiangze
1
Duchesne, Pierre
1
Dunne, Peter G.
1
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
111
Finance research letters
109
Risks : open access journal
108
International review of financial analysis
74
Economic modelling
73
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
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
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Research paper series / Swiss Finance Institute
35
Journal of economic dynamics & control
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Scandinavian actuarial journal
31
Working paper
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Journal of financial econometrics
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
2
An empirical review of dynamic extreme value models for forecasting value at risk,
expected
shortfall
and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
3
Time-varying Z-score measures for bank insolvency risk : best practice
Bouvatier, Vincent
;
Lepetit, Lætitia
;
Rehault, …
- In:
Journal of empirical finance
73
(
2023
),
pp. 170-179
Persistent link: https://www.econbiz.de/10014477006
Saved in:
4
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
5
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
6
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
7
The transformed Gram Charlier distribution : parametric properties and financial risk applications
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of empirical finance
63
(
2021
),
pp. 323-349
Persistent link: https://www.econbiz.de/10013259272
Saved in:
8
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
9
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
10
Value at risk, cross-sectional returns and the role of investor sentiment
Bi, Jia
;
Zhu, Yifeng
- In:
Journal of empirical finance
56
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012423148
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->