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~person:"Berens, Tobias"
~person:"Berger, Theo"
~person:"Fuertes, Ana María"
~person:"Gupta, Rangan"
~person:"Wied, Dominik"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risikomaß
32
Risk measure
32
Forecasting model
18
Volatility
12
Volatilität
12
ARCH model
11
ARCH-Modell
11
Capital income
11
Estimation
11
Kapitaleinkommen
11
Schätzung
11
Theorie
11
Theory
11
Portfolio selection
10
Portfolio-Management
10
Börsenkurs
8
Multivariate Verteilung
8
Multivariate distribution
8
Share price
8
Risikomanagement
7
Risk management
7
Statistical distribution
7
Statistische Verteilung
7
Time series analysis
7
Value-at-Risk
7
Zeitreihenanalyse
7
Forecasting
5
Aktienmarkt
4
Method of moments
4
Momentenmethode
4
Spillover effect
4
Spillover-Effekt
4
Statistical test
4
Statistischer Test
4
Stock market
4
Ausreißer
3
Estimation theory
3
Outliers
3
Risiko
3
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Undetermined
14
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Article
18
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Article in journal
Aufsatz in Zeitschrift
18
Arbeitspapier
4
Working Paper
4
Graue Literatur
2
Non-commercial literature
2
Hochschulschrift
1
Thesis
1
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English
18
Author
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Berens, Tobias
Berger, Theo
Fuertes, Ana María
Gupta, Rangan
Wied, Dominik
Gerlach, Richard
10
McAleer, Michael
8
Chen, Cathy W. S.
7
Degiannakis, Stavros
7
Taylor, James W.
7
Weiß, Gregor
7
Wang, Chao
6
Chlebus, Marcin
5
Pierdzioch, Christian
5
Righi, Marcelo Brutti
5
Storti, Giuseppe
5
Ardia, David
4
Bee, Marco
4
Herrera, Rodrigo
4
Hoga, Yannick
4
Hurlin, Christophe
4
Kok Haur Ng
4
Lönnbark, Carl
4
Müller, Fernanda Maria
4
Naimoli, Antonio
4
Salisu, Afees A.
4
Trapin, Luca
4
Ziggel, Daniel
4
Almeida, Caio
3
Ardison, Kym
3
Asai, Manabu
3
Blazsek, Szabolcs
3
Brownlees, Christian
3
Catania, Leopoldo
3
Da Veiga, Bernardo
3
Diao, Xundi
3
Floros, Christos
3
Garcia, René
3
Gillas, Konstantinos Gkillas
3
Hoogerheide, Lennart
3
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Finance research letters
2
International journal of forecasting
2
Journal of banking & finance
2
Journal of risk
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic modelling
1
Energy economics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
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All
ECONIS (ZBW)
18
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1
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10
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18
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1
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
4
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
5
New backtests for unconditional coverage of expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012059868
Saved in:
6
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
7
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
8
Improving daily Value-at-Risk forecasts : the relevance of short-run volatility for regulatory quality assessment
Berger, Theo
;
Gençay, Ramazan
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 30-46
Persistent link: https://www.econbiz.de/10011974231
Saved in:
9
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
10
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
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