//--> //--> //--> //-->
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:"Statistical distribution"
~subject:"Systemrisiko"
~subject:"value-at-risk"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Systemrisiko
value-at-risk
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
Time series analysis
7
Welt
7
World
7
Zeitreihenanalyse
7
Multivariate Verteilung
6
Multivariate distribution
6
VAR model
6
VAR-Modell
6
Ausreißer
5
more ...
less ...
Online availability
All
Undetermined
12
Free
4
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Gerlach, Richard
3
Strobel, Frank
3
Wang, Chao
2
Almudhaf, Fahad
1
Ardia, David
1
Caporin, Massimiliano
1
Chan, Stephen
1
Chen, Cathy W. S.
1
Chen, Shan
1
Cheng, Yihan
1
Choe, Geon Ho
1
Choi, Pilsun
1
Choi, So Eun
1
Choudhry, Taufiq
1
Cummins, Mark
1
Dempsey, Michael
1
Dendramis, Yiannis
1
Diao, Xundi
1
Esposito, Francesco P.
1
Fatnassi, Ibrahim
1
Hammami, Yacine
1
Hoogerheide, Lennart F.
1
Huang, Chuangxia
1
Huang, Hai
1
Jang, Hyun Jin
1
Jiang, Cuixia
1
Kabir, M. Humayun
1
Lai, Catherine C.
1
Li, Chenxing
1
Li, Matthew C.
1
Lin, Edward M. H.
1
Liu, Shuting
1
Liu, Zhifeng
1
Lu, Zu-di
1
Lönnbark, Carl
1
Maheu, John M.
1
Mercadier, Mathieu
1
Min, Insik
1
Mittnik, Stefan
1
Mozumder, Sharif
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of forecasting
Insurance / Mathematics & economics
78
Journal of banking & finance
45
Risks : open access journal
40
Finance research letters
36
Discussion paper / Tinbergen Institute
28
Journal of risk
27
International journal of forecasting
25
Economic modelling
24
International review of financial analysis
24
The journal of operational risk
21
Applied economics
20
Journal of econometrics
20
Journal of risk and financial management : JRFM
20
The European journal of finance
19
The journal of risk model validation
19
Journal of financial econometrics
18
SFB 649 discussion paper
18
Energy economics
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
Scandinavian actuarial journal
15
International review of economics & finance : IREF
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Pacific-Basin finance journal
13
Working papers
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of Risk and Financial Management
12
Research in international business and finance
12
Computational economics
11
Journal of risk management in financial institutions
11
Journal of financial stability
10
Journal of international financial markets, institutions & money
10
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
10
Econometric Institute Research Papers
9
International Journal of Monetary Economics and Finance
9
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
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
Did COVID-19 increase equity market risk exposure? : evidence from China, the UK, and the US
Li, Matthew C.
;
Lai, Catherine C.
;
Xiao, Ling
- In:
Applied economics letters
29
(
2022
)
6
,
pp. 567-571
Persistent link: https://www.econbiz.de/10012873353
Saved in:
4
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
5
Multiple hypothesis testing of market risk forecasting models
Esposito, Francesco P.
;
Cummins, Mark
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 381-399
Persistent link: https://www.econbiz.de/10011580778
Saved in:
6
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
7
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:
8
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:
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->