//--> //--> //--> //-->
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
~person:"Bali, Turan G."
~person:"Lucas, André"
~person:"McAleer, Michael"
~person:"Polanski, Arnold"
~subject:"Estimation"
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:"CVaR (Conditional value at risk)"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Risikomaß
152
Risk measure
152
Forecasting model
57
Prognoseverfahren
57
Portfolio selection
48
Portfolio-Management
48
Basel Accord
44
Basler Akkord
44
Volatility
44
Volatilität
43
Capital income
37
Kapitaleinkommen
37
Risk management
37
Risikomanagement
34
Schätzung
34
Welt
33
World
33
Financial crisis
31
Finanzkrise
31
Statistical distribution
31
Statistische Verteilung
31
Theorie
28
Theory
28
ARCH model
25
ARCH-Modell
25
Risk
23
Risiko
22
Ausreißer
15
Outliers
15
Forecast
13
Prognose
13
USA
13
United States
13
Credit risk
11
Kreditrisiko
11
Spillover effect
11
Spillover-Effekt
11
Value-at-Risk (VaR)
10
Bank risk
9
more ...
less ...
Online availability
All
Free
24
Undetermined
6
Type of publication
All
Book / Working Paper
25
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
34
Author
All
Bali, Turan G.
Lucas, André
McAleer, Michael
Polanski, Arnold
Allen, David E.
12
Stoja, Evarist
12
Caporin, Massimiliano
11
Escanciano, Juan Carlos
9
Paolella, Marc S.
9
Härdle, Wolfgang
8
Mittnik, Stefan
8
Asai, Manabu
7
Gupta, Rangan
7
Manganelli, Simone
7
Trojani, Fabio
7
Ahelegbey, Daniel Felix
6
Almeida, Caio
6
Francq, Christian
6
Garcia, René
6
Giacometti, Rosella
6
Harris, Richard D. F.
6
Jiang, Hao
6
Kratz, Marie
6
Singh, Abhay Kumar
6
Zakoïan, Jean-Michel
6
Ardia, David
5
Ardison, Kym
5
Cai, Zongwu
5
Chlebus, Marcin
5
Dionne, Georges
5
Gerlach, Richard
5
Giudici, Paolo
5
Herrera, Rodrigo
5
Kelly, Bryan T.
5
Long, Huaigang
5
Mancini, Loriano
5
Pei, Pei
5
Powell, Robert
5
Prokopczuk, Marcel
5
Scharth, Marcel
5
Uryasev, Stan
5
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Econometric Institute research papers
6
Discussion paper / Tinbergen Institute
5
Working paper
3
Journal of risk and financial management : JRFM
2
Bank of England Working Paper
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Staff working papers / Bank of England
1
Sveriges Riksbank working paper series
1
The journal of business : B
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
31
-
34
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
32
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
33
A generalized extreme value approach to financial risk measurement
Bali, Turan G.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
7
,
pp. 1613-1649
Persistent link: https://www.econbiz.de/10003549211
Saved in:
34
An extreme value approach to estimating volatility and value at risk
Bali, Turan G.
- In:
The journal of business : B
76
(
2003
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
Saved in:
First
Prev
1
2
3
4
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->