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~subject:"Capital income"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Capital income
Prognoseverfahren
Risikomaß
1,026
Risk measure
1,026
Theorie
478
Theory
478
Portfolio selection
303
Portfolio-Management
303
Risikomanagement
215
Risk management
213
Risk
197
Risiko
196
Estimation
191
Schätzung
191
Statistical distribution
168
Statistische Verteilung
168
Forecasting model
166
Volatility
146
Volatilität
145
ARCH model
138
ARCH-Modell
138
Kapitaleinkommen
117
Credit risk
113
Kreditrisiko
113
Basel Accord
101
Basler Akkord
101
Messung
90
Measurement
89
Financial crisis
79
Finanzkrise
79
Ausreißer
76
Outliers
76
USA
76
United States
76
Bank risk
74
Bankrisiko
74
Time series analysis
73
Zeitreihenanalyse
73
Value-at-Risk
70
Welt
70
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213
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12
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253
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Arbeitspapier
Article in journal
963
Aufsatz in Zeitschrift
963
Graue Literatur
259
Non-commercial literature
259
Working Paper
253
Aufsatz im Buch
37
Book section
37
Hochschulschrift
32
Thesis
25
Collection of articles written by one author
14
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14
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7
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7
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2
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2
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2
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1
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252
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McAleer, Michael
30
Pérez Amaral, Teodosio
12
Jiménez-Martín, Juan-Ángel
11
Paolella, Marc S.
8
Allen, David E.
6
Caporin, Massimiliano
6
Chang, Chia-Lin
6
Dijk, Herman K. van
6
Mittnik, Stefan
6
Dionne, Georges
5
Haas, Markus
5
Hassani, Samir Saissi
5
Hoogerheide, Lennart
5
Marcellino, Massimiliano
5
Asai, Manabu
4
Carriero, Andrea
4
Chlebus, Marcin
4
Clark, Todd E.
4
Ganics, Gergely
4
Hammoudeh, Shawkat
4
Härdle, Wolfgang
4
Lucas, André
4
Maasoumi, Esfandiar
4
Rossi, Barbara
4
Sekhposyan, Tatevik
4
Skriner, Edith
4
Stahl, Gerhard
4
Stoja, Evarist
4
Trojani, Fabio
4
Bauwens, Luc
3
Bi̇rbi̇l, Ş. İlker
3
Borowska, Agnieszka
3
Christoffersen, Peter F.
3
Daníelsson, Jón
3
Dijk, Dick van
3
Frenk, Johannes G.
3
Kaynar, Bahar
3
Kole, Erik
3
Koopman, Siem Jan
3
Lönnbark, Carl
3
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Federal Reserve Bank of San Francisco
2
University of Canterbury / Dept. of Economics and Finance
2
Boston College / Department of Economics
1
Instituto Valenciano de Investigaciones Económicas
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Umeå Universitet / Institutionen för Nationalekonomi
1
University of Strathclyde / Department of Economics
1
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Discussion paper / Tinbergen Institute
21
Econometric Institute research papers
15
Working paper
11
Working papers
10
Research paper series / Swiss Finance Institute
9
CFS working paper series
8
SFB 649 discussion paper
6
CESifo working papers
5
CORE discussion papers : DP
5
Discussion papers / CEPR
5
Swiss Finance Institute Research Paper
5
Boston College working papers in economics
4
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
4
Umeå economic studies
4
Working papers on finance
4
CIRRELT
3
Finance and economics discussion series
3
IES working paper
3
Staff working papers / Bank of England
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series in economics
3
CIE working paper series
2
CREATES research paper
2
Cambridge working papers in economics
2
Department of Economics working paper series
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / University of Bristol, Department of Economics
2
Discussion papers / Adam Smith Business School, University of Glasgow
2
Discussion papers / UCL, Département des Sciences Economiques
2
Documento de trabajo / Fundación de las Cajas de Ahorros
2
Documents de recherche / ESSEC Centre de Recherche
2
ECARES working paper
2
ERIM report series research in management
2
FIW working paper
2
Federal Reserve Bank of Cleveland working paper series
2
IHS economics series : working paper
2
International finance discussion papers
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Policy research working paper : WPS
2
Reihe Ökonomie
2
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ECONIS (ZBW)
253
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1
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
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2
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
3
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
4
Extreme risk spillovers between stock and bond markets
Ning, Cathy Q.
;
Ponrajah, Jeremey
-
2024
Persistent link: https://www.econbiz.de/10015052590
Saved in:
5
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:
6
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:
7
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
8
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
9
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:
10
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
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