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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
8,030
Theory
7,989
Risikomaß
7,452
Risk measure
7,447
Inflationserwartung
6,055
Inflation expectations
6,053
Expected utility
3,690
Erwartungsnutzen
3,595
Portfolio-Management
3,190
Portfolio selection
3,189
Risk
3,040
Risiko
3,009
Schätzung
2,743
Estimation
2,740
Risikomanagement
2,275
Risk management
2,266
Inflation
2,170
Monetary policy
2,068
Geldpolitik
2,067
Prognoseverfahren
1,569
Forecasting model
1,567
Messung
1,296
Measurement
1,282
Capital income
1,242
USA
1,220
United States
1,214
Statistische Verteilung
1,202
Statistical distribution
1,200
Volatility
1,181
Volatilität
1,181
ARCH-Modell
1,180
ARCH model
1,178
Entscheidung unter Unsicherheit
1,138
Decision under uncertainty
1,130
Erwartungsbildung
1,090
Expectation formation
1,086
Risk aversion
808
Risikoaversion
784
Experiment
760
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Undetermined
507
Free
377
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Article
876
Book / Working Paper
366
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Article in journal
844
Aufsatz in Zeitschrift
844
Graue Literatur
195
Non-commercial literature
195
Arbeitspapier
193
Working Paper
193
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30
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30
Hochschulschrift
15
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8
Collection of articles written by one author
7
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7
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5
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5
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4
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1
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1,237
French
4
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1
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McAleer, Michael
18
Hammoudeh, Shawkat
11
Bali, Turan G.
10
Stoja, Evarist
10
Gupta, Rangan
9
Polanski, Arnold
9
Kelly, Bryan T.
8
Ruenzi, Stefan
8
Almeida, Caio
7
Asai, Manabu
7
Campbell, John Y.
7
Chiang, Thomas C.
7
McMillan, David G.
7
Pierdzioch, Christian
7
Schrimpf, Andreas
7
Allen, David E.
6
Ardia, David
6
Garcia, René
6
Jiang, Hao
6
Lyle, Matthew R.
6
Weigert, Florian
6
Ardison, Kym
5
Bollerslev, Tim
5
Demirtas, K. Ozgur
5
Haas, Markus
5
Ji, Qiang
5
Karmakar, Madhusudan
5
Liu, Jinjing
5
Long, Huaigang
5
Paolella, Marc S.
5
Piazzesi, Monika
5
Scharth, Marcel
5
Valdesogo, Alfonso
5
Afonso, António
4
Ammann, Manuel
4
Barunik, Jozef
4
Bauwens, Luc
4
Bi̇rbi̇l, Ş. İlker
4
Caporin, Massimiliano
4
Gallmeyer, Michael F.
4
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National Bureau of Economic Research
13
Federal Reserve Bank of San Francisco
2
University of Canterbury / Dept. of Economics and Finance
2
Bank of England / Monetary Analysis Division
1
Federal Reserve System / Board of Governors
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universität Mannheim
1
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Finance research letters
33
Journal of banking & finance
28
International review of financial analysis
27
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of financial economics
19
Insurance / Mathematics & economics
17
Journal of empirical finance
16
International review of economics & finance : IREF
14
Research in international business and finance
14
Applied economics
13
Economics letters
13
Energy economics
13
International journal of forecasting
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
NBER working paper series
13
Journal of international financial markets, institutions & money
12
Journal of econometrics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of risk
11
The journal of asset management
11
NBER Working Paper
10
Quantitative finance
10
Research paper series / Swiss Finance Institute
10
The accounting review : a publication of the American Accounting Association
10
Economic modelling
9
Journal of forecasting
9
Journal of risk and financial management : JRFM
9
Pacific-Basin finance journal
9
Review of accounting studies
9
Review of quantitative finance and accounting
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The European journal of finance
9
Journal of financial econometrics
8
Discussion paper / Tinbergen Institute
7
Journal of economic dynamics & control
7
Swiss Finance Institute Research Paper
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
CESifo working papers
6
Econometric Institute research papers
6
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Source
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ECONIS (ZBW)
1,242
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1
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1,242
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1
The quantum harmonic oscillator
expected
shortfall model
Markovic, Vladimir M.
;
Radivojevic, Nikola
;
Ivanovic, …
- In:
Estudios de economía
50
(
2023
)
2
,
pp. 233-261
This paper presents a new
Expected
Shortfall (ES) model based on the Quantum Harmonic Oscillator (QHO). It is used to …
Persistent link: https://www.econbiz.de/10014450737
Saved in:
2
An evaluation of the adequacy of Lévy and extreme value tail risk estimates
Mozumber, Sharif
;
Hassan, M. Kabir
;
Kabir, M. Humayun
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-26
This study investigates the simplicity and adequacy of tail-based risk measures-valueat-risk (VaR) and
expected
…
Persistent link: https://www.econbiz.de/10014547241
Saved in:
3
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
4
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
5
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
6
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:
7
Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or
expected
shortfall?
Abraham, Rebecca
;
El-Chaarani, Hani
;
Tao, Zhi
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
2
,
pp. 1-31
% confidence level, and Value-at-Risk at a 99% confidence level.
Expected
Shortfall was another extreme risk value measure. The …
Persistent link: https://www.econbiz.de/10012872607
Saved in:
8
Bootstrapping time-varying uncertainty intervals for extreme daily return periods
Makatjane, Katleho
- In:
International Journal of Financial Studies : open …
10
(
2022
)
1
,
pp. 1-23
Expected
Shortfall (ES) uncertainty intervals in high frequency data. A Bayesian bootstrapping and backtest density forecasts …
Persistent link: https://www.econbiz.de/10012804913
Saved in:
9
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
10
Forecasting value at risk and
expected
shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
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