//--> //--> //--> //-->
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
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzbeitrag"
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
Prognoseverfahren
Statistical distribution
Risikomaß
1,260
Risk measure
1,260
Theorie
617
Theory
617
Portfolio selection
389
Portfolio-Management
389
Risikomanagement
300
Risk management
288
Schätzung
232
Estimation
231
Risiko
228
Risk
224
Forecasting model
192
Statistische Verteilung
184
Volatility
165
Volatilität
165
ARCH model
160
ARCH-Modell
160
Kreditrisiko
144
Credit risk
141
Capital income
124
Kapitaleinkommen
124
Messung
119
Basel Accord
116
Basler Akkord
116
Measurement
111
Bank risk
103
Bankrisiko
103
USA
95
United States
94
Zeitreihenanalyse
93
Time series analysis
92
Welt
87
World
87
Financial crisis
85
Finanzkrise
85
Ausreißer
81
Outliers
81
more ...
less ...
Online availability
All
Free
259
Undetermined
18
Type of publication
All
Book / Working Paper
331
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
Hochschulschrift
Konferenzbeitrag
Article in journal
1,088
Aufsatz in Zeitschrift
1,088
Graue Literatur
304
Non-commercial literature
304
Working Paper
291
Aufsatz im Buch
35
Book section
35
Thesis
31
Collection of articles written by one author
13
Sammlung
13
Collection of articles of several authors
6
Sammelwerk
6
Aufsatzsammlung
2
Bibliografie enthalten
2
Bibliography included
2
Conference paper
2
Amtsdruckschrift
1
Case study
1
Fallstudie
1
Forschungsbericht
1
Government document
1
Lehrbuch
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
318
German
15
Spanish
1
Author
All
McAleer, Michael
28
Pérez Amaral, Teodosio
12
Jiménez-Martín, Juan-Ángel
11
Härdle, Wolfgang
8
Vries, Casper G. de
8
Allen, David E.
7
Dijk, Herman K. van
7
Hoogerheide, Lennart
7
Lucas, André
7
Paolella, Marc S.
7
Caporin, Massimiliano
6
Daouia, Abdelaati
6
Dionne, Georges
6
Hassani, Samir Saissi
6
Hyung, Namwon
5
Marcellino, Massimiliano
5
Stupfler, Gilles
5
Zhang, Xin
5
Asai, Manabu
4
Carriero, Andrea
4
Chang, Chia-Lin
4
Chlebus, Marcin
4
Clark, Todd E.
4
Daníelsson, Jón
4
Fabozzi, Frank J.
4
Ganics, Gergely
4
Giot, Pierre
4
Girard, Stéphane
4
Maasoumi, Esfandiar
4
Opschoor, Anne
4
Račev, Svetlozar T.
4
Rossi, Barbara
4
Scaillet, Olivier
4
Sekhposyan, Tatevik
4
Skriner, Edith
4
Stahl, Gerhard
4
Trojani, Fabio
4
Vilsmeier, Johannes
4
Bi̇rbi̇l, Ş. İlker
3
Bormann, Carsten
3
more ...
less ...
Institution
All
Federal Reserve Bank of San Francisco
2
Universität Konstanz
2
Berliner Wissenschafts-Verlag
1
Boston College / Department of Economics
1
Christian-Albrechts-Universität zu Kiel
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Trinity College Dublin / Department of Economics
1
University of Canterbury / Dept. of Economics and Finance
1
University of Strathclyde / Department of Economics
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
32
SFB 649 discussion paper
15
Econometric Institute research papers
14
Working papers
13
Research paper series / Swiss Finance Institute
11
Working paper
11
Swiss Finance Institute Research Paper
7
Discussion papers / CEPR
6
Working paper series in economics
6
Working papers / TSE : WP
6
CFS working paper series
5
Finance and economics discussion series
4
CIRRELT
3
CORE discussion papers : DP
3
Discussion paper
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Documents de recherche / ESSEC Centre de Recherche
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Staff working papers / Bank of England
3
Umeå economic studies
3
Working paper series
3
Working paper series / European Central Bank
3
Working papers on finance
3
Working papers series in theoretical and applied economics
3
Boston College working papers in economics
2
CAEPR working papers
2
CESifo working papers
2
CIE working paper series
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper series / Harvard Institute of Economic Research
2
Discussion papers / Adam Smith Business School, University of Glasgow
2
Dresdner Beiträge zu quantitativen Verfahren
2
ECARES working paper
2
FIW working paper
2
Federal Reserve Bank of Cleveland working paper series
2
IES working paper
2
IHS economics series : working paper
2
IMES discussion paper series / Englische Ausgabe
2
International finance discussion papers
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
more ...
less ...
Source
All
ECONIS (ZBW)
332
Showing
1
-
10
of
332
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Efficient estimation in extreme value regression models of hedge fund tail risks
Hambuckers, Julien
;
Kratz, Marie
;
Usseglio-Carleve, Antoine
-
2023
Persistent link: https://www.econbiz.de/10014412457
Saved in:
4
Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue
;
Punzo, Antonio
;
Otneim, Håkon
;
Maruotti, …
-
2023
Persistent link: https://www.econbiz.de/10014431361
Saved in:
5
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:
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/10014232280
Saved in:
7
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:
8
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
9
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:
10
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->