//--> //--> //--> //-->
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 letters"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
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
TWO-COMPONENT EXTREME VALUE DI...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Systemrisiko
Risikomaß
168
Risk measure
168
Theorie
89
Theory
89
Portfolio selection
58
Portfolio-Management
58
Forecasting model
47
Prognoseverfahren
47
Risikomanagement
46
Risk management
46
Risiko
44
Risk
44
ARCH model
42
ARCH-Modell
42
Statistische Verteilung
40
Volatility
30
Volatilität
30
Estimation
26
Schätzung
26
Financial crisis
21
Finanzkrise
21
Measurement
21
Messung
21
Systemic risk
19
Multivariate Verteilung
18
Multivariate distribution
18
Ausreißer
17
Outliers
17
Capital income
16
Kapitaleinkommen
16
Welt
15
World
15
value at risk
14
Aktienmarkt
13
Stock market
13
Time series analysis
12
VAR model
12
VAR-Modell
12
more ...
less ...
Online availability
All
Undetermined
31
Free
3
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Language
All
English
56
Author
All
Gerlach, Richard
3
Strobel, Frank
3
Furman, Edward
2
Gatfaoui, Hayette
2
Storti, Giuseppe
2
Su, Jianxi
2
Wang, Chao
2
Afonso, Lourdes B.
1
Akhter, Selim
1
Asimit, Alexandru V.
1
Ben Abdelaziz, Fouad
1
Berger, Theo
1
Braekers, Roel
1
Candelon, Bertrand
1
Caporin, Massimiliano
1
Castillo, Joan del
1
Chan, J. S. K.
1
Chan, Stephen
1
Chen, Rongda
1
Chen, Shan
1
Chen, Xiaohong
1
Cheng, Yihan
1
Chibane, Messaoud
1
Choe, Geon Ho
1
Choi, Pilsun
1
Choi, So Eun
1
Choudhry, Taufiq
1
Choy, S. T. B.
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Daly, Kevin James
1
Daoudi, Jalila
1
Dempsey, Michael
1
Dendramis, Yiannis
1
Deng, Yang
1
Denuit, Michel
1
Erden, Lütfi
1
Fard, Farzad Alavi
1
Fatnassi, Ibrahim
1
Gao, Chun-Ting
1
more ...
less ...
Published in...
All
Applied economics letters
Astin bulletin : the journal of the International Actuarial Association
Economic modelling
Journal of forecasting
Insurance / Mathematics & economics
78
Journal of banking & finance
45
Finance research letters
36
Risks : open access journal
30
Discussion paper / Tinbergen Institute
26
International journal of forecasting
25
International review of financial analysis
24
Journal of risk
21
Journal of econometrics
20
The journal of operational risk
20
Applied economics
17
Energy economics
16
SFB 649 discussion paper
16
The North American journal of economics and finance : a journal of financial economics studies
16
European journal of operational research : EJOR
15
Journal of empirical finance
15
Quantitative finance
15
The journal of risk model validation
15
Journal of financial econometrics
14
International review of economics & finance : IREF
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of risk and financial management : JRFM
13
Pacific-Basin finance journal
13
The European journal of finance
13
Research in international business and finance
12
Working papers
12
Computational economics
11
Scandinavian actuarial journal
11
Journal of financial stability
10
Journal of international financial markets, institutions & money
10
Swiss Finance Institute Research Paper
10
Journal of risk management in financial institutions
9
Research paper series / Swiss Finance Institute
9
International journal of theoretical and applied finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand
;
Joëts, Marc
;
Tokpavi, Sessi
- In:
Economic modelling
31
(
2013
),
pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
Saved in:
2
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
Saved in:
3
Modelling insurance losses using contaminated generalised beta Type-II distribution
Chan, J. S. K.
;
Choy, S. T. B.
;
Makov, U. E.
;
Landsman, Z.
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 871-904
Persistent link: https://www.econbiz.de/10011875920
Saved in:
4
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
5
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
6
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
7
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
8
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
Saved in:
9
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
10
Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->