//--> //--> //-->
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 mathematical finance"
~person:"Waititu, Antony G."
~person:"Ze-To, Samuel Yau Man"
~subject:"ARCH model"
~subject:"Theorie"
~subject:"Value-at-Risk (VaR)"
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:"CVaR (Conditional value at risk)"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
Value-at-Risk (VaR)
ARCH-Modell
2
Aktienindex
2
Ausreißer
2
Outliers
2
Risikomaß
2
Risk measure
2
Stock index
2
Theory
2
Backtesting
1
Exchange rate
1
Extreme Value Theory (EVT)
1
Financial Risk Management (FRM)
1
GARCH Models
1
Peak-Over-Threshold (POT)
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Wechselkurs
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Waititu, Antony G.
Ze-To, Samuel Yau Man
Omari, Cyprian Ondieki
3
Mwita, Peter N.
2
Assaf, Ata
1
Chen, Zengjing
1
Cheng, Hao
1
Ferrentino, Rosa
1
Gichuhi, Antony W.
1
Gumbo, Victor
1
He, Kun
1
Huang, Jhe-Jheng
1
Huang, Yuxia
1
Iizuka, Atsushi
1
Juan, He
1
Kato, Takashi
1
Kulperger, Reg
1
Lim, Kian-Guan
1
Mashele, Hopolang P.
1
Mundia, Simon
1
Nakano, Yumiharu
1
Ngunyi, Anthony
1
Orlando, Albina
1
Parker, Gary
1
Sapp, Travis R. A.
1
Siziba, Simiso
1
So, Leh-Chyan
1
Sonono, Masimba E.
1
Vota, Luca
1
Wang, Jian
1
Xianglin, Jiang
1
Yap, Nelson K. L.
1
Yin, Chuancun
1
Yin, Deyu
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using conditional extreme value theory to estimate value-at-risk for daily currency exchange rates
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 846-870
Persistent link: https://www.econbiz.de/10011859906
Saved in:
2
Crisis, value at risk and conditional extreme value theory via the NIG + Jump model
Ze-To, Samuel Yau Man
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 225-237
Persistent link: https://www.econbiz.de/10009711983
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->