//--> //--> //-->
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:"Staff working papers / Bank of England"
~subject:"Messung"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Arbeitspapier"
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:"Value at Risk"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Messung
Statistical distribution
Theory
Risikomaß
10
Risk measure
10
Risiko
6
Risk
6
Estimation
5
Schätzung
5
Financial crisis
4
Finanzkrise
4
Risikomanagement
4
Risk management
4
Theorie
4
Portfolio selection
3
Portfolio-Management
3
tail risk
3
CAPM
2
Co-exceedance
2
Forecasting model
2
Multivariate Analyse
2
Multivariate analysis
2
Prognoseverfahren
2
Statistische Verteilung
2
Systemic risk
2
Systemrisiko
2
Volatility
2
Volatilität
2
risk contribution
2
value at risk
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asset pricing
1
Ausreißer
1
Bank
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Bayes-Statistik
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Stoja, Evarist
4
Harris, Richard D. F.
2
Polanski, Arnold
2
Nguyen, Linh H.
1
Tan, Linzhi
1
Published in...
All
Staff working papers / Bank of England
Discussion paper / Tinbergen Institute
42
Research paper series / Swiss Finance Institute
27
SFB 649 discussion paper
26
Working papers
22
Dresdner Beiträge zu quantitativen Verfahren
16
Swiss Finance Institute Research Paper
13
Finance and economics discussion series
11
Discussion paper
10
Working paper
10
Working papers / TSE : WP
9
CFS working paper series
8
Discussion papers / CEPR
7
IMES discussion paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
CORE discussion paper : DP
6
Discussion paper / The Pensions Institute, Cass Business School, City University
6
Econometric Institute research papers
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Working paper series
6
Working paper series in economics
6
CESifo working papers
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
5
IES working paper
5
Working paper series / European Central Bank
5
CORE discussion papers : DP
4
DNB working paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Deutsche Bundesbank
4
Discussion paper series / Harvard Institute of Economic Research
4
Discussion paper series / LSE Financial Markets Group
4
Dresdner Beiträge zur Betriebswirtschaftslehre
4
Report / Erasmus Center for Financial Research, Erasmus University
4
SAFE working paper
4
Sveriges Riksbank working paper series
4
Working papers / Department of Economics, Universidad Carlos III de Madrid
4
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
4
Working papers on finance
4
AFI
3
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
-
2017
Persistent link: https://www.econbiz.de/10011669462
Saved in:
2
Extreme downside risk and financial crises
Harris, Richard D. F.
;
Nguyen, Linh H.
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402719
Saved in:
3
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
-
2016
Persistent link: https://www.econbiz.de/10011480647
Saved in:
4
Extreme risk interdependence
Polanski, Arnold
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402815
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->