//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of forecasting"
~subject:"ARCH model"
~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
ARCH model
Statistical distribution
Systemrisiko
Risikomaß
255
Risk measure
255
Theorie
116
Theory
116
Portfolio selection
97
Portfolio-Management
97
Risikomanagement
63
Risk management
63
Risiko
58
Risk
58
Forecasting model
53
Prognoseverfahren
53
Statistische Verteilung
45
ARCH-Modell
44
Estimation
35
Schätzung
35
Volatility
35
Volatilität
35
Measurement
32
Messung
32
Financial crisis
30
Finanzkrise
30
Systemic risk
27
Capital income
26
Kapitaleinkommen
26
Credit risk
24
Kreditrisiko
24
Basel Accord
22
Basler Akkord
22
Welt
21
World
21
Bank risk
17
Bankrisiko
17
Multivariate Verteilung
17
Multivariate distribution
17
Financial services
16
Finanzdienstleistung
16
more ...
less ...
Online availability
All
Undetermined
38
Free
3
Type of publication
All
Article
99
Type of publication (narrower categories)
All
Article in journal
99
Aufsatz in Zeitschrift
99
Language
All
English
99
Author
All
Weiß, Gregor
4
Strobel, Frank
3
Bernard, Carole
2
Chen, Cathy W. S.
2
Dias, Alexandra
2
Fabozzi, Frank J.
2
Gerlach, Richard
2
Kim, Young Shin
2
Lin, Edward M. H.
2
Lönnbark, Carl
2
Paterlini, Sandra
2
Peña Sánchez de Rivera, Juan Ignacio
2
Qin, Xiao
2
Račev, Svetlozar T.
2
Santucci de Magistris, Paolo
2
Taylor, James W.
2
Wang, Chao
2
Alexander, Carol
1
Anand, Abhinav
1
Aramonte, Sirio
1
Ardia, David
1
Audrino, Francesco
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Barone-Adesi, Giovanni
1
Bianchi, Michele Leonardo
1
Biffi, Paola
1
Bostandzic, Denefa
1
Boubaker, Heni
1
Boucher, Christophe
1
Brechmann, Eike
1
Breuer, Thomas
1
Brownlees, Christian
1
Candelon, Bertrand
1
Caporin, Massimiliano
1
Chabot, Ben
1
Chan, Kam Fong
1
Chan, Stephen
1
Chen Zhou
1
Chen, Shan
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of banking & finance
Journal of forecasting
Insurance / Mathematics & economics
84
Finance research letters
57
Energy economics
42
International journal of forecasting
40
Journal of risk
39
Economic modelling
38
Risks : open access journal
35
The North American journal of economics and finance : a journal of financial economics studies
35
International review of financial analysis
34
Journal of empirical finance
34
Applied economics
31
The journal of risk model validation
31
Discussion paper / Tinbergen Institute
30
Journal of econometrics
29
Journal of risk and financial management : JRFM
26
Working papers
24
International review of economics & finance : IREF
22
Quantitative finance
22
Research in international business and finance
21
The journal of operational risk
20
SFB 649 discussion paper
18
Computational economics
17
European journal of operational research : EJOR
17
Journal of financial econometrics
17
Pacific-Basin finance journal
17
The European journal of finance
17
Journal of international financial markets, institutions & money
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Scandinavian actuarial journal
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Econometric Institute research papers
12
Research paper series / Swiss Finance Institute
12
Journal of mathematical finance
11
Journal of risk management in financial institutions
11
Risk management : a journal of risk, crisis and disaster
11
Swiss Finance Institute Research Paper
11
more ...
less ...
Source
All
ECONIS (ZBW)
99
Showing
1
-
10
of
99
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
2
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:
3
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1437-1450
Persistent link: https://www.econbiz.de/10009729085
Saved in:
4
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio
;
Giudice Rodriguez, Marius del
;
Wu, Jason
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4299-4309
Persistent link: https://www.econbiz.de/10010247041
Saved in:
5
Worldwide equity risk prediction
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
Saved in:
6
Unexpected tails in risk measurement : some international evidence
Tolikas, Konstantinos
- In:
Journal of banking & finance
40
(
2014
),
pp. 476-493
Persistent link: https://www.econbiz.de/10010404698
Saved in:
7
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
8
Systemic risk measurement : multivariate GARCH estimation of CoVaR
Girardi, Giulio
;
Ergün, Tolga A.
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3169-3180
Persistent link: https://www.econbiz.de/10009778470
Saved in:
9
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
10
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
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...
//-->