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~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Giot, Pierre"
~person:"Polanski, Arnold"
~person:"Vries, Casper G. de"
~subject:"Risikomaß"
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Risikomaß
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Giot, Pierre
Polanski, Arnold
Vries, Casper G. de
McAleer, Michael
4
Chen, Cathy W. S.
3
Gerlach, Richard
3
Lin, Edward M. H.
3
Da Veiga, Bernardo
2
Pérez Amaral, Teodosio
2
Stoja, Evarist
2
Taylor, James W.
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Wang, Chao
2
Apergēs, Nikolaos
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Arteche, Josu
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Banulescu, Denisa
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Bao, Yong
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Changchien, Chang-cheng
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Jeon, Jooyoung
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Jimenez-Martin, Juan-Angel
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Jiménez-Martín, Juan-Ángel
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Journal of forecasting
Discussion paper / Tinbergen Institute
13
CORE discussion paper : DP
6
Bank of England Working Paper
3
International journal of forecasting
3
Staff working papers / Bank of England
3
CORE discussion papers : DP
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Discussion paper / LSE Financial Markets Group
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Discussion paper / University of Bristol, Department of Economics
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Report / Erasmus Center for Financial Research, Erasmus University
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Research memorandum / METEOR
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Annals of finance
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Cahiers de la Faculté des Sciences Economiques, Sociales et de Gestion / Cahiers de recherche
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ESRB: Working Paper Series
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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Journal of applied econometrics
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Journal of banking & finance
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Journal of econometrics
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Money matters : essays in honour of Alan Walters
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of futures markets
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Dynamic density forecasts for multivariate asset returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of forecasting
30
(
2011
)
6
,
pp. 523-540
Persistent link: https://www.econbiz.de/10009354712
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2
Incorporating higher moments into
value-at-risk
forecasting
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of forecasting
29
(
2010
)
6
,
pp. 523-535
Persistent link: https://www.econbiz.de/10008935468
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