//--> //--> //--> //-->
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:"Capital income"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
~subject:"VAR-Modell"
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
Capital income
Statistical distribution
Systemrisiko
VAR-Modell
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
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
Multivariate distribution
6
VAR model
6
Ausreißer
5
more ...
less ...
Online availability
All
Undetermined
15
Free
4
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Strobel, Frank
3
Gerlach, Richard
2
Polanski, Arnold
2
Stoja, Evarist
2
Wang, Chao
2
Ardia, David
1
Berger, Theo
1
Caporin, Massimiliano
1
Chan, Stephen
1
Chen, Cathy W. S.
1
Chen, Shan
1
Cheng, Yihan
1
Choe, Geon Ho
1
Choi, Ji-Eun
1
Choi, Pilsun
1
Choi, So Eun
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Dendramis, Yiannis
1
Diao, Xundi
1
Fatnassi, Ibrahim
1
Fresoli, Diego
1
Hammami, Yacine
1
Hoogerheide, Lennart F.
1
Huang, Chuangxia
1
Huang, Hai
1
Huang, Tara F. J.
1
Huang, Wei-Qiang
1
Hwang, Youngjin
1
Jang, Hyun Jin
1
Jiang, Cuixia
1
Kabir, M. Humayun
1
Li, Chenxing
1
Li, Handong
1
Lin, Edward M. H.
1
Liu, Peipei
1
Liu, Shuting
1
Liu, Zhifeng
1
Lu, Zu-di
1
Lönnbark, Carl
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of forecasting
Insurance / Mathematics & economics
86
Journal of banking & finance
57
Finance research letters
55
International review of financial analysis
42
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of forecasting
34
Journal of risk
34
Risks : open access journal
34
Energy economics
31
Economic modelling
30
Discussion paper / Tinbergen Institute
29
Applied economics
27
Journal of econometrics
25
International review of economics & finance : IREF
23
Journal of empirical finance
23
Quantitative finance
22
The journal of operational risk
20
The journal of risk model validation
20
Journal of risk and financial management : JRFM
19
Journal of financial econometrics
18
Research in international business and finance
18
SFB 649 discussion paper
18
Computational economics
17
European journal of operational research : EJOR
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Pacific-Basin finance journal
15
Research paper series / Swiss Finance Institute
15
The European journal of finance
15
Working papers
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of international financial markets, institutions & money
13
Journal of economic dynamics & control
12
Scandinavian actuarial journal
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Swiss Finance Institute Research Paper
12
Astin bulletin : the journal of the International Actuarial Association
10
Journal of financial stability
10
Journal of financial economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->