//--> //--> //-->
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:"Weiß, Gregor"
~subject:"Finanzdienstleistung"
~subject:"Prognoseverfahren"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Finanzdienstleistung
Prognoseverfahren
Risikomaß
4
Risk measure
4
Forecasting model
3
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risk management
2
Aktienmarkt
1
Bid-ask spread
1
CCC-GARCH
1
Capital income
1
Correlation
1
Credit risk
1
DCC-GARCH
1
Derivat
1
Derivative
1
Derivatives hedging
1
Estimation
1
Financial crisis
1
Financial services
1
Finanzkrise
1
Geld-Brief-Spanne
1
Hedging
1
Insurance
1
Kapitaleinkommen
1
Korrelation
1
Kreditrisiko
1
Liquidity risk
1
Market liquidity
1
Marktliquidität
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Regular vines
1
Risikomodell
1
Risk model
1
Schätzung
1
Simulation
1
Stock market
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
Hochschulschrift
Article in journal
7
Aufsatz in Zeitschrift
7
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
more ...
less ...
Language
All
English
4
Author
All
Weiß, Gregor
McAleer, Michael
29
Pérez Amaral, Teodosio
15
Jiménez-Martín, Juan-Ángel
13
Caporin, Massimiliano
8
Allen, David E.
7
Härdle, Wolfgang
6
Dijk, Herman K. van
5
Dionne, Georges
5
Hassani, Samir Saissi
5
Hoogerheide, Lennart
5
Marcellino, Massimiliano
5
Paolella, Marc S.
5
Asai, Manabu
4
Carriero, Andrea
4
Chang, Chia-Lin
4
Chlebus, Marcin
4
Clark, Todd E.
4
Ganics, Gergely
4
Maasoumi, Esfandiar
4
Rossi, Barbara
4
Sekhposyan, Tatevik
4
Skriner, Edith
4
Stahl, Gerhard
4
Trojani, Fabio
4
Borowska, Agnieszka
3
Christoffersen, Peter F.
3
Dimitriadis, Timo
3
Giacomini, Raffaella
3
Jimenez-Martin, Juan-Angel
3
Koopman, Siem Jan
3
Lucas, André
3
Lönnbark, Carl
3
Mancini, Loriano
3
Mittnik, Stefan
3
Patton, Andrew J.
3
Santos, Paulo Araújo
3
Scharth, Marcel
3
Andersen, Torben
2
Berens, Tobias
2
more ...
less ...
Published in...
All
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Essays on risk management and systemic risk in insurance
Bierth, Christopher
-
2016
Persistent link: https://www.econbiz.de/10012384638
Saved in:
2
A new set of improved value-at-risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009793506
Saved in:
3
Testing for structural breaks in correlation : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009776165
Saved in:
4
Liquidity commonality and risk management
Weiß, Gregor
;
Supper, Hendrik
-
2012
Persistent link: https://www.econbiz.de/10009507223
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->