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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Risk management"
~subject:"Welt"
~type_genre:"Working Paper"
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Search: subject:"Value at Risk"
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Estimation theory
Kapitaleinkommen
Risk management
Welt
Risikomaß
11
Risk measure
11
Portfolio selection
5
Portfolio-Management
5
Schätztheorie
5
Theorie
4
Theory
4
ARCH model
3
ARCH-Modell
3
Credit risk
3
Kreditrisiko
3
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Measurement
2
Messung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Risikomanagement
2
Asset/Liability Management
1
Bank liquidity
1
Bank regulation
1
Bankenliquidität
1
Bankenregulierung
1
Basel Accord
1
Basler Akkord
1
Betriebliche Liquidität
1
Bias
1
Core
1
Corporate liquidity
1
Credit portfolio model
1
Forecasting model
1
Fourier Transform
1
Funding Liquidity Risk
1
Granularity adjustment
1
Liquidity
1
Liquidity Shortage
1
Liquidität
1
Prognoseverfahren
1
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Book / Working Paper
7
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Working Paper
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Amtsdruckschrift
3
Government document
3
Language
All
English
Author
All
Gouriéroux, Christian
4
Francq, Christian
2
Zakoïan, Jean-Michel
2
Fermanian, Jean-David
1
Heam, J.-C.
1
Horváth, Lajos
1
Jasiak, Joann
1
Liu, Wei
1
Robert, Christian Yann
1
Scaillet, Olivier
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
29
Research paper series / Swiss Finance Institute
21
Econometric Institute research papers
15
SFB 649 discussion paper
15
Working papers
14
Working paper
12
CESifo working papers
10
Finance and economics discussion series
9
Swiss Finance Institute Research Paper
8
Working papers / TSE : WP
8
Working paper series
7
Working paper / National Bureau of Economic Research, Inc.
6
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
Staff working papers / Bank of England
5
Working papers series in theoretical and applied economics
5
CAEPR working papers
4
CFS working paper series
4
DNB working paper
4
Discussion paper
4
IES working paper
4
IMES discussion paper series / Englische Ausgabe
4
Tinbergen Institute Discussion Paper
4
Working paper series / European Central Bank
4
Boston College working papers in economics
3
Discussion paper / ICMA Centre, Henley Business School, University of Reading
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Documento de trabajo / Fundación de las Cajas de Ahorros
3
Dresdner Beiträge zu quantitativen Verfahren
3
ERIM report series research in management
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
SAFE working paper
3
Umeå economic studies
3
Working paper series in economics
3
Working papers on finance
3
Beiträge des Instituts für Empirische Wirtschaftsforschung
2
Borradores de economía
2
CESifo Working Paper
2
CIE working paper series
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ECONIS (ZBW)
7
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1
Funding liquidity risk from a regulatory perspective
Gouriéroux, Christian
;
Heam, J.-C.
-
2013
Persistent link: https://www.econbiz.de/10010342724
Saved in:
2
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
3
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
4
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
5
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
6
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
7
Local likelihood density estimation and
value
at
risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
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