//--> //--> //--> //-->
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 papers"
~type_genre:"Bibliografie enthalten"
~type_genre:"CD-ROM, DVD"
~type_genre:"Working Paper"
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:"Value at risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
32
Risk measure
32
ARCH model
15
ARCH-Modell
15
Theorie
15
Theory
15
Risk management
12
Portfolio selection
11
Portfolio-Management
11
Risikomanagement
11
Estimation
10
Schätzung
10
Statistical distribution
10
Statistische Verteilung
10
Forecasting model
7
Prognoseverfahren
7
Risk
7
Value at Risk
7
Volatility
7
Volatilität
7
Risiko
6
Basel Accord
5
Basler Akkord
5
GARCH
5
risk management
5
VAR model
4
VAR-Modell
4
Bank risk
3
Bankrisiko
3
Business network
3
CVaR
3
Capital income
3
Estimation theory
3
Expected Shortfall
3
Kapitaleinkommen
3
Regulation
3
Schätztheorie
3
Spillover effect
3
Spillover-Effekt
3
Time series analysis
3
more ...
less ...
Online availability
All
Free
30
Type of publication
All
Book / Working Paper
32
Type of publication (narrower categories)
All
Bibliografie enthalten
CD-ROM, DVD
Working Paper
Arbeitspapier
32
Graue Literatur
31
Non-commercial literature
31
Language
All
English
31
French
1
Author
All
Chlebus, Marcin
9
Billio, Monica
5
Frattarolo, Lorenzo
4
Hassani, Samir Saissi
4
Buczyński, Mateusz
3
Caporin, Massimiliano
3
Dionne, Georges
3
Pelizzon, Loriana
3
Barro, Diana
2
Benavides, Guillermo
2
Canestrelli, Elio
2
Corradin, Fausto
2
Guégan, Dominique
2
Hassani, Bertrand
2
Sartore, Domenico
2
Afonso, António
1
Barziy, Illya
1
Buczyńsk, Mateusz
1
Casarin, Roberto
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Gomes, Pedro
1
Hasse, Jean-Baptiste
1
Kielak, Karol
1
Korobilis, Dimitris
1
Lanza, Fabio
1
Li, Kehan
1
Lis, Szymon
1
Palandri, Alessandro
1
Parpinel, Francesca
1
Pizzi, Claudio
1
Schiffers, Aleksander
1
Schröder, Maximilian
1
Taamouti, Abderrahim
1
Woźniak, Michał
1
Ślepaczuk, Robert
1
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Published in...
All
Working papers
Discussion paper / Tinbergen Institute
64
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Econometric Institute research papers
29
Working paper
28
SFB 649 Discussion Paper
27
Tinbergen Institute Discussion Paper
26
CESifo working papers
16
Dresdner Beiträge zu quantitativen Verfahren
16
Swiss Finance Institute Research Paper
16
CFS working paper series
15
Finance and economics discussion series
15
Discussion paper
14
CORE discussion papers : DP
12
IMF working papers
12
School of Accounting, Finance and Economics & FEMARC working paper series
12
Working paper / National Bureau of Economic Research, Inc.
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
IES working paper
10
Staff working papers / Bank of England
10
CESifo Working Paper
9
CFS Working Paper
9
CORE discussion paper : DP
9
Discussion Paper Series 2
9
Discussion paper / Deutsche Bundesbank
9
Discussion paper / The Pensions Institute, Cass Business School, City University
9
Discussion papers / CEPR
9
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
9
IMES discussion paper series / Englische Ausgabe
9
Sveriges Riksbank working paper series
9
Working paper series / European Central Bank
9
Working paper series in economics
9
Working papers / TSE : WP
9
Discussion paper / Centre for Economic Policy Research
8
ERIM report series research in management
8
Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft
8
Working paper series
8
Documents de recherche / ESSEC Centre de Recherche
7
Umeå economic studies
7
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
2
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
3
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
4
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
5
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:
6
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:
7
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:
8
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
9
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:
10
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->