//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
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
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
94
Risk measure
94
Volatility
81
Volatilität
81
Risikomanagement
80
Risk management
80
Estimation
74
Schätzung
74
Theorie
72
Theory
72
ARCH model
64
ARCH-Modell
64
Time series analysis
52
Zeitreihenanalyse
52
Portfolio selection
48
Portfolio-Management
48
Capital income
45
Kapitaleinkommen
45
Börsenkurs
43
Share price
43
GARCH
41
Risiko
41
Risk
41
Estimation theory
39
Schätztheorie
39
Statistical distribution
39
Statistische Verteilung
39
Forecasting model
33
High-frequency data
33
Prognoseverfahren
33
Stochastic process
25
Stochastischer Prozess
25
Ausreißer
17
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Outliers
17
Multivariate Verteilung
15
Multivariate distribution
15
Option pricing theory
15
Optionspreistheorie
15
more ...
less ...
Online availability
All
Undetermined
164
Free
4
Type of publication
All
Article
217
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
220
Aufsatz in Zeitschrift
220
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
1
Konferenzbeitrag
1
Language
All
English
220
Author
All
Todorov, Viktor
8
Tauchen, George Eugene
6
Bollerslev, Tim
5
Mykland, Per A.
5
Fan, Jianqing
4
Francq, Christian
4
Hounyo, Ulrich
4
Li, Jia
4
Patton, Andrew J.
4
Tiwari, Aviral Kumar
4
Zhang, Zhengjun
4
Andersen, Torben
3
Blazsek, Szabolcs
3
Chen, Rong
3
Kim, Donggyu
3
Medeiros, Marcelo C.
3
Zakoïan, Jean-Michel
3
Barbi, Massimiliano
2
Chen, Rui
2
Christensen, Kim
2
Dufrénot, Gilles
2
Goodwin, Barry K.
2
Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Hong, Yongmiao
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Kumar, Satish
2
Li, Yingying
2
Liao, Yuan
2
Linton, Oliver
2
Long, Huaigang
2
Ma, Feng
2
Monteros, Luis Antonio
2
Paolella, Marc S.
2
Pathak, Rajesh
2
Podolskij, Mark
2
Polak, Pawel
2
Powell, Robert
2
Quaedvlieg, Rogier
2
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
IMF Staff Country Reports
481
Journal of banking & finance
351
Insurance / Mathematics & economics
343
SpringerLink / Bücher
312
European journal of operational research : EJOR
300
Risks : open access journal
299
Journal of risk management in financial institutions
297
Finance research letters
292
International journal of production research
256
MPRA Paper
222
Journal of risk and financial management : JRFM
218
International journal of production economics
198
Energy economics
187
International review of financial analysis
181
Risiko-Manager
177
IMF Working Papers
173
Journal of risk
162
The journal of operational risk
161
International journal of risk assessment and management : IJRAM
144
Springer eBook Collection
142
Economic modelling
123
Managing business risk : a practical guide to protecting your business
123
Journal of Risk and Financial Management
122
NBER working paper series
121
The North American journal of economics and finance : a journal of financial economics studies
118
Wiley finance series
116
International journal of project management : the journal of The International Project Management Association
111
Discussion paper / Tinbergen Institute
108
World Bank E-Library Archive
107
International review of economics & finance : IREF
102
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
102
Quantitative finance
100
Research in international business and finance
98
Europäische Hochschulschriften / 5
95
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Managerial Finance
95
Working paper / National Bureau of Economic Research, Inc.
95
Journal of empirical finance
92
more ...
less ...
Source
All
ECONIS (ZBW)
220
Showing
1
-
10
of
220
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
2
Portfolio optimization through Kriging methods
Barrosa, Marcelo Rosário da
;
Salles, Arthur Valle
; …
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4894-4905
Persistent link: https://www.econbiz.de/10011641047
Saved in:
3
Pricing and hedging options with
GARCH
-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
4
Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Saved in:
5
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
6
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
7
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
8
GEL estimation for heavy-tailed
GARCH
models with robust empirical likelihood inference
Hill, Jonathan B.
;
Prokhorov, Artem
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 18-45
Persistent link: https://www.econbiz.de/10011591613
Saved in:
9
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
10
A semi-parametric approach to estimating the operational risk and Expected Shortfall
Tursunalieva, Ainura
;
Silvapulle, Paramsothy
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3659-3672
Persistent link: https://www.econbiz.de/10010419979
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...
//-->