//--> //--> //--> //-->
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:"Gupta, Rangan"
~person:"Weiß, Gregor"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risikomaß
20
Risk measure
20
Forecasting model
13
Estimation
9
Schätzung
9
ARCH model
7
ARCH-Modell
7
Multivariate Verteilung
7
Multivariate distribution
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Portfolio selection
5
Portfolio-Management
5
Share price
5
Risiko
4
Risk
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Welt
4
World
4
Aktienmarkt
3
Forecasting
3
Spillover effect
3
Spillover-Effekt
3
Stock market
3
USA
3
United States
3
Value-at-Risk
3
Ausreißer
2
Copula
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
13
Arbeitspapier
5
Working Paper
5
Graue Literatur
3
Non-commercial literature
3
Language
All
English
13
Author
All
Gupta, Rangan
Weiß, Gregor
Gerlach, Richard
10
McAleer, Michael
8
Chen, Cathy W. S.
7
Degiannakis, Stavros
7
Taylor, James W.
7
Chlebus, Marcin
6
Herrera, Rodrigo
6
Wang, Chao
6
Pierdzioch, Christian
5
Righi, Marcelo Brutti
5
Storti, Giuseppe
5
Ardia, David
4
Bee, Marco
4
Berger, Theo
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
Wied, Dominik
4
Ziggel, Daniel
4
Almeida, Caio
3
Ardison, Kym
3
Asai, Manabu
3
Berens, Tobias
3
Blazsek, Szabolcs
3
Brownlees, Christian
3
Catania, Leopoldo
3
Da Veiga, Bernardo
3
Diao, Xundi
3
Dimitriadis, Timo
3
Dionne, Georges
3
Floros, Christos
3
Fuertes, Ana María
3
Garcia, René
3
more ...
less ...
Published in...
All
Journal of banking & finance
3
Finance research letters
2
The North American journal of economics and finance : a journal of financial economics studies
2
Energy economics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking and finance
1
Journal of empirical finance
1
Quantitative finance
1
Review of quantitative finance and accounting
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Marginals versus copulas : Which account for more model risk in multivariate risk forecasting?
Fritzsch, Simon
;
Timphus, Maike
;
Weiß, Gregor
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451960
Saved in:
2
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:
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
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:
5
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:
6
Extreme dependence in investor attention and stock returns : consequences for forecasting stock returns and measuring systemic risk
Scheffer, Marcus
;
Weiß, Gregor
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 425-446
Persistent link: https://www.econbiz.de/10012194900
Saved in:
7
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:
8
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
9
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
10
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->