//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of forecasting"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
~subject:"Volatilität"
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
Volatilität
Risikomaß
145
Risk measure
145
Theorie
70
Theory
70
Portfolio selection
51
Portfolio-Management
51
Forecasting model
46
Prognoseverfahren
46
ARCH model
42
ARCH-Modell
42
Risikomanagement
38
Risk management
38
Risiko
33
Risk
33
Statistische Verteilung
31
Volatility
30
Estimation
26
Schätzung
26
Financial crisis
20
Finanzkrise
20
Systemic risk
18
Multivariate Verteilung
16
Multivariate distribution
16
Capital income
15
Kapitaleinkommen
15
Measurement
15
Messung
15
Welt
15
World
15
Ausreißer
14
Outliers
14
Aktienmarkt
13
Stock market
13
Time series analysis
12
VAR model
12
VAR-Modell
12
Zeitreihenanalyse
12
more ...
less ...
Online availability
All
Undetermined
35
Free
3
Type of publication
All
Article
66
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Language
All
English
66
Author
All
Gerlach, Richard
3
Strobel, Frank
3
Chen, Cathy W. S.
2
Gatfaoui, Hayette
2
Joëts, Marc
2
Lin, Edward M. H.
2
Louzis, Dimitrios P.
2
Refenes, Apostolos-Paul
2
Storti, Giuseppe
2
Taylor, James W.
2
Wang, Chao
2
Xanthopoulos-Sisinis, Spyros
2
Abbas, Qaisar
1
Akhter, Selim
1
Ali Shah, Syed Zulfiqar
1
Arteche, Josu
1
Ayub, Usman
1
Ben Abdelaziz, Fouad
1
Berger, Theo
1
Braekers, Roel
1
Candelon, Bertrand
1
Cao, Yufei
1
Caporin, Massimiliano
1
Chan, Stephen
1
Changqing, Luo
1
Chen, Fen-ying
1
Chen, Rongda
1
Chen, Shan
1
Chen, Xiaohong
1
Cheng, Yihan
1
Chi, Xie
1
Chibane, Messaoud
1
Choe, Geon Ho
1
Choi, Ji-Eun
1
Choi, Pilsun
1
Choi, So Eun
1
Choudhry, Taufiq
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Cong, Yu
1
more ...
less ...
Published in...
All
Applied economics letters
Economic modelling
Journal of forecasting
Insurance / Mathematics & economics
79
Finance research letters
61
Journal of banking & finance
60
Energy economics
48
The North American journal of economics and finance : a journal of financial economics studies
45
International journal of forecasting
38
International review of financial analysis
38
Risks : open access journal
36
Journal of risk
34
Discussion paper / Tinbergen Institute
31
Applied economics
30
Journal of empirical finance
28
Journal of econometrics
27
Journal of risk and financial management : JRFM
26
The journal of risk model validation
25
International review of economics & finance : IREF
23
Quantitative finance
21
The journal of operational risk
20
Working papers
19
European journal of operational research : EJOR
18
SFB 649 discussion paper
18
The European journal of finance
18
Journal of financial econometrics
17
Journal of international financial markets, institutions & money
17
Pacific-Basin finance journal
17
Computational economics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Research in international business and finance
15
Econometric Institute research papers
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Working paper
13
International journal of theoretical and applied finance
12
Journal of mathematical finance
12
Research paper series / Swiss Finance Institute
12
Swiss Finance Institute Research Paper
12
Scandinavian actuarial journal
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
2
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:
3
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:
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
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.
;
So, Mike Ka-pui
;
Lin, Edward M. H.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
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
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->