//--> //--> //-->
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:"Working paper"
~isPartOf:"Working papers"
~person:"Chlebus, Marcin"
~subject:"Multivariate Verteilung"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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:"Risk measure"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
Portfolio-Management
Prognoseverfahren
Risikomaß
Risk measure
9
ARCH model
8
ARCH-Modell
8
Theorie
5
Theory
5
Forecasting model
4
GARCH
4
Estimation
3
Portfolio selection
3
Schätzung
3
Neural networks
2
Neuronale Netze
2
Risikomanagement
2
Risk
2
Risk management
2
Simulation
2
Value at Risk
2
Value-at-Risk
2
risk management
2
Ausreißer
1
Benchmarking
1
Betriebsgröße
1
CAPM
1
CAViaR
1
Combining forecasts
1
ETF
1
Econometric models
1
Estimation theory
1
Finance
1
Financial markets
1
Firm size
1
GARCH models
1
Hierarchical Correlation Reconstruction
1
Hierarchical Risk Parity
1
Historical Simulation
1
LSTM
1
Machine learning
1
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
Chlebus, Marcin
McAleer, Michael
18
Pérez Amaral, Teodosio
7
Jiménez-Martín, Juan-Ángel
6
Allen, David E.
5
Billio, Monica
5
Caporin, Massimiliano
5
Chang, Chia-Lin
5
Frattarolo, Lorenzo
4
Hassani, Samir Saissi
4
Buczyński, Mateusz
3
Dionne, Georges
3
Pelizzon, Loriana
3
Barro, Diana
2
Benavides, Guillermo
2
Canestrelli, Elio
2
Casarin, Roberto
2
Corradin, Fausto
2
Guidolin, Massimo
2
Guégan, Dominique
2
Hammoudeh, Shawkat
2
Hassani, Bertrand
2
Mumtaz, Haroon
2
Sartore, Domenico
2
Singh, Abhay Kumar
2
Afonso, António
1
Asai, Manabu
1
Asai, Manuabu
1
Barziy, Illya
1
Bastianin, Andrea
1
Buczyńsk, Mateusz
1
Cassese, Gianluca
1
Chen, Cathy W. S.
1
Chiu, Ching Wai Jeremy
1
Cipollini, Fabrizio
1
Da Veiga, Bernardo
1
Erdemlioglu, Deniz
1
Gallo, Giampiero M.
1
Gerlach, Richard
1
Gomes, Pedro
1
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Published in...
All
Working paper
Working papers
Central European economic journal
2
The journal of risk model validation
2
Computational economics
1
E-Finanse : finansowy kwartalnik internetowy
1
Equilibrium : quarterly journal of economics and economic policy
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks
Buczyński, Mateusz
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795155
Saved in:
2
HCR & HCR-GARCH - novel statistical learning models for value at risk estimation
Woźniak, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795164
Saved in:
3
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
4
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
5
Size does matter : a study on the required window size for optimal quality market risk models
Buczyńsk, Mateusz
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322119
Saved in:
6
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
7
Old-fashioned parametric models are still the best : a comparison of Value-at-Risk approaches in several volatility states
Buczyński, Mateusz
;
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2019
Persistent link: https://www.econbiz.de/10012041611
Saved in:
8
Is CAViaR model really so good in Value at Risk forecasting? : evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GAR...
Buczyński, Mateusz
;
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2017
Persistent link: https://www.econbiz.de/10011907622
Saved in:
9
EWS-GARCH : new regime switching approach to forecast value-at-risk
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011788233
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->