//--> //--> //--> //-->
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 forecasting"
~subject:"Ausreißer"
~subject:"Multivariate distribution"
~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
Ausreißer
Multivariate distribution
Statistical distribution
Systemrisiko
Risikomaß
74
Risk measure
74
Forecasting model
39
Prognoseverfahren
39
Theorie
33
Theory
33
ARCH model
21
ARCH-Modell
21
Portfolio selection
20
Portfolio-Management
20
Statistische Verteilung
15
Volatility
14
Volatilität
14
Risiko
13
Risk
13
Measurement
11
Messung
11
Risikomanagement
11
Risk management
11
value at risk
11
Capital income
10
Estimation
10
Kapitaleinkommen
10
Schätzung
10
expected shortfall
9
Financial crisis
8
Finanzkrise
8
Systemic risk
8
value-at-risk
8
Time series analysis
7
Welt
7
World
7
Zeitreihenanalyse
7
Multivariate Verteilung
6
VAR model
6
VAR-Modell
6
more ...
less ...
Online availability
All
Undetermined
13
Free
4
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Strobel, Frank
3
Gerlach, Richard
2
Wang, Chao
2
Berger, Theo
1
Caporin, Massimiliano
1
Chan, Stephen
1
Chen, Shan
1
Cheng, Yihan
1
Choe, Geon Ho
1
Choi, Pilsun
1
Choi, So Eun
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Dendramis, Yiannis
1
Fatnassi, Ibrahim
1
Hammami, Yacine
1
Huang, Chuangxia
1
Huang, Hai
1
Huang, Wei-Qiang
1
Jang, Hyun Jin
1
Jiang, Cuixia
1
Kabir, M. Humayun
1
Li, Chenxing
1
Li, Handong
1
Liu, Peipei
1
Liu, Shuting
1
Liu, Zhifeng
1
Lu, Zu-di
1
Lönnbark, Carl
1
Ma, Jinming
1
Maheu, John M.
1
Mercadier, Mathieu
1
Min, Insik
1
Mittnik, Stefan
1
Mozumder, Sharif
1
Nadarajah, Saralees
1
Ouyang, Ruolan
1
Paolella, Marc S.
1
Polanski, Arnold
1
Qin, Xiao
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of forecasting
Insurance / Mathematics & economics
91
Journal of banking & finance
52
Finance research letters
42
Risks : open access journal
38
Economic modelling
36
Energy economics
34
International review of financial analysis
34
International journal of forecasting
30
Journal of risk
30
Discussion paper / Tinbergen Institute
29
The North American journal of economics and finance : a journal of financial economics studies
27
Applied economics
25
Journal of risk and financial management : JRFM
24
The journal of operational risk
24
Journal of empirical finance
22
SFB 649 discussion paper
22
Journal of econometrics
21
European journal of operational research : EJOR
20
Quantitative finance
19
International review of economics & finance : IREF
18
The journal of risk model validation
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of financial econometrics
17
Pacific-Basin finance journal
17
Computational economics
15
The European journal of finance
15
Journal of international financial markets, institutions & money
14
Research in international business and finance
13
Working papers
13
Journal of mathematical finance
12
Scandinavian actuarial journal
12
Journal of financial stability
11
Astin bulletin : the journal of the International Actuarial Association
10
International journal of theoretical and applied finance
10
Journal of risk management in financial institutions
10
Swiss Finance Institute Research Paper
10
International journal of finance & economics : IJFE
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
Saved in:
6
Exponentially smoothing the skewed laplace distribution for value-at-risk forecasting
Gerlach, Richard
;
Lu, Zu-di
;
Huang, Hai
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 534-550
Persistent link: https://www.econbiz.de/10009789677
Saved in:
7
Too non-traditional to fail? : determinants of systemic risk for BRICs banks
Qin, Xiao
;
Zhu, Xi
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 261-264
Persistent link: https://www.econbiz.de/10010413856
Saved in:
8
Bank insolvency risk and Z-score measures with unimodal returns
Strobel, Frank
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1683-1685
Persistent link: https://www.econbiz.de/10009383375
Saved in:
9
Bank insolvency risk and different approaches to aggregate Z-score measures : a note
Strobel, Frank
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1541-1543
Persistent link: https://www.econbiz.de/10009383445
Saved in:
10
Incorporating higher moments into value-at-risk forecasting
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of forecasting
29
(
2010
)
6
,
pp. 523-535
Persistent link: https://www.econbiz.de/10008935468
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->