//--> //--> //--> //-->
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
~language:"eng"
~person:"Giot, Pierre"
~person:"Polanski, Arnold"
~person:"Vries, Casper G. de"
~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:"Value at Risk"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risk measure
74
Theorie
29
Theory
29
Statistical distribution
26
Statistische Verteilung
26
Risiko
23
Risikomanagement
23
Risk
23
Risk management
23
Portfolio selection
22
Portfolio-Management
22
ARCH model
19
ARCH-Modell
19
Capital income
12
Estimation
12
Forecasting model
12
Kapitaleinkommen
12
Prognoseverfahren
12
Schätzung
12
USA
12
United States
12
Method of moments
9
Momentenmethode
9
Volatility
9
Volatilität
9
Ausreißer
8
Financial investment
8
Forecast
8
Kapitalanlage
8
Outliers
8
Prognose
8
Aktienindex
5
Stock index
5
Value-at-Risk
5
Börsenkurs
4
Commodity market
4
Credit risk
4
Deutschland
4
Estimation theory
4
more ...
less ...
Online availability
All
Free
36
Undetermined
3
Type of publication
All
Book / Working Paper
50
Article
24
Type of publication (narrower categories)
All
Arbeitspapier
36
Working Paper
36
Graue Literatur
33
Non-commercial literature
33
Article in journal
23
Aufsatz in Zeitschrift
23
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
Author
All
Giot, Pierre
Polanski, Arnold
Vries, Casper G. de
McAleer, Michael
99
Wang, Ruodu
45
Allen, David E.
44
Härdle, Wolfgang
40
Stoja, Evarist
37
Fabozzi, Frank J.
32
Pérez Amaral, Teodosio
32
Daníelsson, Jón
29
Hammoudeh, Shawkat
29
Chang, Chia-Lin
28
Vanduffel, Steven
28
Dowd, Kevin
27
Powell, Robert
24
Caporin, Massimiliano
23
Jiménez-Martín, Juan-Ángel
23
Righi, Marcelo Brutti
23
Rosazza Gianin, Emanuela
23
Embrechts, Paul
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Dhaene, Jan
20
Paolella, Marc S.
20
Bernard, Carole
19
Dionne, Georges
19
Stoyanov, Stoyan V.
19
Wied, Dominik
19
Lucas, André
18
Tsanakas, Andreas
18
Boonen, Tim J.
17
Mao, Tiantian
17
Schienle, Melanie
17
Cai, Jun
16
Chlebus, Marcin
16
Gouriéroux, Christian
16
Kratz, Marie
16
Mittnik, Stefan
16
Schaumburg, Julia
16
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
13
CORE discussion paper : DP
6
Bank of England Working Paper
3
International journal of forecasting
3
Staff working papers / Bank of England
3
CORE discussion papers : DP
2
Discussion paper / LSE Financial Markets Group
2
Discussion paper / University of Bristol, Department of Economics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Research memorandum / METEOR
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of finance
1
Cahiers de la Faculté des Sciences Economiques, Sociales et de Gestion / Cahiers de recherche
1
DNB working paper
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
ESRB: Working Paper Series
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Money matters : essays in honour of Alan Walters
1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
74
Showing
71
-
74
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Portfolio diversification effects and regular variation in financial data
Hyung, Namwon
;
Vries, Casper G. de
-
2001
Persistent link: https://www.econbiz.de/10001692637
Saved in:
72
Modelling daily
value-at-risk
using realized volatility and Arch type models
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001638521
Saved in:
73
Value-at-risk
for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001590396
Saved in:
74
Portfolio selection with limited downside risk
Jansen, Dennis W.
;
Koedijk, Kees
;
Vries, Casper G. de
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
Saved in:
First
Prev
1
2
3
4
5
6
7
8
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->