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~isPartOf:"Journal of forecasting"
~subject:"Ausreißer"
~subject:"Basler Akkord"
~subject:"Credit risk"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
Basler Akkord
Credit risk
Risikomaß
42
Risk measure
42
Forecasting model
32
Prognoseverfahren
32
Theorie
19
Theory
19
ARCH model
14
ARCH-Modell
14
Portfolio selection
11
Portfolio-Management
11
Volatility
11
Volatilität
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Statistical distribution
10
Statistische Verteilung
10
Capital income
8
Kapitaleinkommen
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expected shortfall
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value at risk
7
Estimation
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Risiko
6
Risk
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Schätzung
6
Bayes-Statistik
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Bayesian inference
5
Measurement
5
Messung
5
Time series analysis
5
Zeitreihenanalyse
5
Basel Accord
4
Estimation theory
4
Schätztheorie
4
value-at-risk
4
Forecast
3
Heteroscedasticity
3
Heteroskedastizität
3
Markov chain
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Markov-Kette
3
Multivariate Verteilung
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Multivariate distribution
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English
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McAleer, Michael
3
Pérez Amaral, Teodosio
2
Berger, Theo
1
Cheng, Wai-yan
1
Da Veiga, Bernardo
1
Dendramis, Yiannis
1
Jimenez-Martin, Juan-Angel
1
Jiménez-Martín, Juan-Ángel
1
Spungin, Giles E.
1
Tzavalis, Elias
1
Wong, Clement Yuk-pang
1
Wong, Michael C. S.
1
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Journal of forecasting
Journal of banking & finance
42
Insurance / Mathematics & economics
36
Risks : open access journal
28
Journal of risk
26
The journal of operational risk
21
The journal of risk model validation
21
Discussion paper / Tinbergen Institute
20
The journal of credit risk : published quarterly by Incisive Media
20
Journal of risk management in financial institutions
19
Economic modelling
17
Econometric Institute research papers
16
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of international financial markets, institutions & money
13
Applied economics
12
International review of financial analysis
12
International journal of forecasting
11
Journal of financial stability
10
Working paper
10
Energy economics
9
International journal of theoretical and applied finance
9
Journal of econometrics
9
Journal of empirical finance
9
European journal of operational research : EJOR
8
International journal of economics and financial issues : IJEFI
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of financial services research : JFSR
8
Discussion paper / Deutsche Bundesbank
7
Research paper series / Swiss Finance Institute
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
The European journal of finance
7
DNB working paper
6
Discussion paper
6
Journal of financial econometrics
6
Journal of mathematical finance
6
Quantitative finance
6
SFB 649 discussion paper
6
SpringerLink / Bücher
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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ECONIS (ZBW)
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1
Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 419-433
Persistent link: https://www.econbiz.de/10011580976
Saved in:
2
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
3
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
4
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
5
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
6
Market risk management of banks : implications from the accuracy of value-at-risk forecasts
Wong, Michael C. S.
;
Cheng, Wai-yan
;
Wong, Clement Yuk-pang
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 23-33
Persistent link: https://www.econbiz.de/10001737010
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