//--> //--> //-->
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"
~subject:"Estimation"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Risikomaß
26
Risk measure
26
Theorie
14
Theory
14
Risiko
12
Risk
12
Portfolio selection
10
Portfolio-Management
10
Risikomanagement
9
Risk management
9
ARCH model
7
ARCH-Modell
7
Volatility
7
Volatilität
7
Schätzung
6
Ausreißer
5
Measurement
5
Messung
5
Outliers
5
Value-at-Risk
5
Aktienindex
4
Aktienmarkt
4
Capital income
4
Estimation theory
4
Kapitaleinkommen
4
Schätztheorie
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
4
Stochastischer Prozess
4
Stock index
4
Stock market
4
VAR model
4
VAR-Modell
4
VaR
4
Value at Risk
4
Backtesting
3
Extreme Value Theory
3
Multivariate Verteilung
3
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Omari, Cyprian Ondieki
2
Colivicchi, Ilaria
1
Ferrentino, Rosa
1
Gichuhi, Antony W.
1
Gumbo, Victor
1
Huang, Jhe-Jheng
1
Mundia, Simon
1
Mwita, Peter N.
1
Ngunyi, Anthony
1
Siziba, Simiso
1
So, Leh-Chyan
1
Vignaroli, Riccardo
1
Vota, Luca
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Journal of banking & finance
25
Finance research letters
24
Journal of risk
23
The North American journal of economics and finance : a journal of financial economics studies
20
Applied economics
18
Energy economics
18
Economic modelling
16
International journal of forecasting
16
International review of financial analysis
16
Journal of econometrics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of empirical finance
13
The journal of risk model validation
13
Insurance / Mathematics & economics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Quantitative finance
11
Risks : open access journal
11
Discussion paper / Tinbergen Institute
10
Research in international business and finance
10
Working papers
10
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
CFS working paper series
8
Journal of financial econometrics
8
Pacific-Basin finance journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
Computational economics
6
Econometric Institute research papers
6
Journal of economic dynamics & control
6
Journal of forecasting
6
Journal of international financial markets, institutions & money
6
SFB 649 discussion paper
6
SpringerLink / Bücher
6
Working paper
6
Discussion paper / Deutsche Bundesbank
5
International journal of finance & economics : IJFE
5
Journal of risk : JOR
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The risk in the insurance field : a generalized analysis
Ferrentino, Rosa
;
Vota, Luca
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 200-221
Persistent link: https://www.econbiz.de/10012545597
Saved in:
2
Forecasting the impact of information security breaches on stock market returns and VaR backtest
Colivicchi, Ilaria
;
Vignaroli, Riccardo
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 402-454
Persistent link: https://www.econbiz.de/10012210337
Saved in:
3
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
4
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
5
Currency portfolio risk measurement with generalized autoregressive conditional heteroscedastic-extreme value theory-Copula Model
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Gichuhi, Antony W.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10011875347
Saved in:
6
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->