//--> //--> //--> //-->
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:"Gerlach, Richard"
~person:"Stoja, Evarist"
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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:"Risk measure"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Prognoseverfahren
Risk
Risikomaß
20
Risk measure
20
Forecasting model
13
Statistical distribution
10
Statistische Verteilung
10
Theorie
9
Theory
9
Markov chain
7
Markov-Kette
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Bayes-Statistik
6
Bayesian inference
6
Estimation
6
Risikomanagement
6
Risk management
6
Schätzung
6
ARCH model
5
Capital income
5
Kapitaleinkommen
5
Risiko
5
Time series analysis
5
Zeitreihenanalyse
5
Value-at-Risk
4
Volatility
4
Volatilität
4
Ausreißer
3
Expected shortfall
3
Markov chain Monte Carlo
3
Multidimensional value at risk
3
Outliers
3
Portfolio selection
3
Portfolio-Management
3
Dependence in risk
2
Expected Shortfall
2
Financial investment
2
Forecast
2
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
18
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
18
Author
All
Gerlach, Richard
Stoja, Evarist
Wang, Ruodu
21
Righi, Marcelo Brutti
19
Mao, Tiantian
12
Rosazza Gianin, Emanuela
12
Müller, Fernanda Maria
10
Brandtner, Mario
9
Cai, Jun
9
McAleer, Michael
9
Rüschendorf, Ludger
9
Balbás de la Corte, Alejandro
8
Bellini, Fabio
8
Cheung, Ka Chun
8
Degiannakis, Stavros
8
Furman, Edward
8
Giot, Pierre
8
Guillén, Montserrat
8
Hammoudeh, Shawkat
8
Herrera, Rodrigo
8
Kim, Young Shin
8
Pichler, Alois
8
Tang, Qihe
8
Weiß, Gregor
8
Asimit, Alexandru V.
7
Chen, Cathy W. S.
7
Chlebus, Marcin
7
Francq, Christian
7
Gupta, Rangan
7
Karmakar, Madhusudan
7
Kürsten, Wolfgang
7
Laeven, Roger J. A.
7
Paolella, Marc S.
7
Peng, Liang
7
Puccetti, Giovanni
7
Rudloff, Birgit
7
Su, Jung-bin
7
Taylor, James W.
7
Tiwari, Aviral Kumar
7
Wang, Chao
7
more ...
less ...
Published in...
All
International journal of forecasting
4
Journal of forecasting
4
Quantitative finance
3
Journal of international financial markets, institutions & money
2
Economic modelling
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
3
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
4
Bayesian semi-parametric realized conditional autoregressive expectile models for tail risk forecasting
Gerlach, Richard
;
Wang, Chao
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10012878188
Saved in:
5
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
6
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
7
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics
Gerlach, Richard
;
Naimoli, Antonio
;
Storti, Giuseppe
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1849-1878
Persistent link: https://www.econbiz.de/10012295647
Saved in:
8
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
9
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
Wang, Chao
;
Chen, Qian
;
Gerlach, Richard
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1017-1042
Persistent link: https://www.econbiz.de/10012194739
Saved in:
10
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->