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:"ECB Working Paper"
~isPartOf:"International journal of forecasting"
~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
An optimization approach to th...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Value at risk
Risikomaß
63
Risk measure
62
Forecasting model
49
Prognoseverfahren
49
Theorie
39
Theory
38
Statistical distribution
27
Statistische Verteilung
27
ARCH model
22
ARCH-Modell
22
Estimation
18
Schätzung
18
Volatility
18
Volatilität
18
Portfolio selection
16
Portfolio-Management
16
Risk management
15
Risikomanagement
14
Risk
13
Capital income
11
Kapitaleinkommen
11
Risiko
11
Expected shortfall
10
Outliers
9
Time series analysis
9
Zeitreihenanalyse
9
Ausreißer
8
VAR model
8
VAR-Modell
8
EU-Staaten
7
Extreme value theory
7
Value-at-Risk
7
investment
7
Bayes-Statistik
6
Bayesian inference
6
EU countries
6
Estimation theory
6
Forecasting
6
Kreditrisiko
6
more ...
less ...
Online availability
All
Undetermined
7
Free
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Taylor, James W.
2
Chuliá, Helena
1
Dionne, Georges
1
Fortin, Alain-Philippe
1
Garron, Ignacio
1
Greenwood, David
1
Lazar, Emese
1
Meng, Xiaochun
1
Mucha-Kruczyński, Marcin
1
Rice, Gregory
1
Simonato, Jean-Guy
1
Storti, Giuseppe
1
Tomlinson, Matthew F.
1
Trung Hai Le
1
Uribe, Jorge
1
Wang, Chao
1
Wirjanto, Tony S.
1
Xue, Xiaohan
1
Zhao, Yuqian
1
more ...
less ...
Published in...
All
ECB Working Paper
International journal of forecasting
Insurance / Mathematics & economics
14
Economic modelling
10
Energy economics
9
Insurance: Mathematics and Economics
8
Finance research letters
6
Journal of econometrics
6
Pacific-Basin finance journal
6
Computational economics
5
Economic Modelling
5
Quantitative Finance
5
European journal of operational research : EJOR
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
Agricultural Finance Review
3
Economics letters
3
Jahrbücher für Nationalökonomie und Statistik
3
Journal of Economics, Finance and Administrative Science
3
Journal of empirical finance
3
Journal of international money and finance
3
Managerial Finance
3
Mathematics and Computers in Simulation (MATCOM)
3
Physica A: Statistical Mechanics and its Applications
3
Statistics and Econometrics Working Papers
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of Finance
2
Asia-Pacific Financial Markets
2
Asia-Pacific financial markets
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
European Journal of Operational Research
2
Europäische Hochschulschriften / 5
2
Financial innovation : FIN
2
International Journal of Forecasting
2
Journal of International Money and Finance
2
Journal of economics, finance & administrative science
2
MPRA Paper
2
Mathematics and financial economics
2
Quantitative finance
2
Research in international business and finance
2
Review of Quantitative Finance and Accounting
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value at risk and expected shortfall with mixed data sampling
Trung Hai Le
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1362-1379
Persistent link: https://www.econbiz.de/10012546780
Saved in:
2
Forecast combinations for value at risk and expected shortfall
Taylor, James W.
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 428-441
Persistent link: https://www.econbiz.de/10012415069
Saved in:
3
Forecasting value at risk with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
Saved in:
4
Forecasting risk measures using intraday data in a generalized autoregressive score framework
Lazar, Emese
;
Xue, Xiaohan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1057-1072
Persistent link: https://www.econbiz.de/10012497719
Saved in:
5
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
Saved in:
6
Daily growth at risk : financial or real drivers? : the answer is not always the same
Chuliá, Helena
;
Garron, Ignacio
;
Uribe, Jorge
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 762-776
Persistent link: https://www.econbiz.de/10014547204
Saved in:
7
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Saved in:
8
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
9
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
