//--> //--> //-->
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:"Dionne, Georges"
~person:"Marcellino, Massimiliano"
~subject:"Prognoseverfahren"
~subject:"Risikomanagement"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risikomanagement
Risikomaß
11
Risk measure
11
Forecasting model
10
VAR model
8
VAR-Modell
8
Statistical distribution
7
Statistische Verteilung
7
Basel Accord
6
Basler Akkord
6
CVaR
6
VaR
6
Risiko
5
Risk
5
Conditional forecasting
4
Estimation
4
Regulation
4
Regulierung
4
Schätzung
4
backtesting
4
Basel regulation for market risk
3
Theorie
3
Theory
3
heavy tailed distributions
3
Backtesting
2
Bank risk
2
Bankrisiko
2
Basel III
2
Bayes-Statistik
2
Bayesian inference
2
Coronavirus
2
Downside risk
2
Expected Shortfall
2
Forecasting
2
Frühindikator
2
Leading indicator
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Regression analysis
2
Regressionsanalyse
2
more ...
less ...
Online availability
All
Free
7
Undetermined
3
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
Hochschulschrift
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
10
Author
All
Dionne, Georges
Marcellino, Massimiliano
McAleer, Michael
30
Pérez Amaral, Teodosio
16
Jiménez-Martín, Juan-Ángel
13
Caporin, Massimiliano
9
Stoja, Evarist
9
Härdle, Wolfgang
7
Allen, David E.
6
Chlebus, Marcin
6
Hassani, Samir Saissi
6
Daníelsson, Jón
5
Dijk, Herman K. van
5
Farkas, Walter
5
Hoogerheide, Lennart
5
Paolella, Marc S.
5
Polanski, Arnold
5
Asai, Manabu
4
Billio, Monica
4
Broll, Udo
4
Carriero, Andrea
4
Chang, Chia-Lin
4
Chen Zhou
4
Christoffersen, Peter F.
4
Clark, Todd E.
4
Daouia, Abdelaati
4
Fermanian, Jean-David
4
Fortin, Ines
4
Frattarolo, Lorenzo
4
Ganics, Gergely
4
Girard, Stéphane
4
Giudici, Paolo
4
Jimenez-Martin, Juan-Angel
4
Kratz, Marie
4
Lucas, André
4
Maasoumi, Esfandiar
4
Manganelli, Simone
4
Pelizzon, Loriana
4
Pesaran, M. Hashem
4
Rossi, Barbara
4
more ...
less ...
Published in...
All
CIRRELT
3
Discussion papers / CEPR
3
Federal Reserve Bank of Cleveland working paper series
2
Working papers
2
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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/10014234014
Saved in:
3
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:
4
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/10013279729
Saved in:
5
Risky oil : it's all in the tails
Baumeister, Christiane
;
Huber, Florian
;
Marcellino, …
-
2024
Persistent link: https://www.econbiz.de/10014537272
Saved in:
6
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
Saved in:
7
Capturing macroeconomic tail risks with Bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012153666
Saved in:
8
Nowcasting tail risks to economic activity with many indicators
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388077
Saved in:
9
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013286806
Saved in:
10
Nowcasting tail risk to economic activity at a weekly frequency
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012609779
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->