//--> //--> //--> //-->
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:"Volatility"
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
Volatility
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
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
Value at risk
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
14
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Lucas, André
2
Bams, Dennis
1
Blanchard, Gildas
1
Chen, Qian
1
Clements, Adam
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Fuertes, Ana María
1
Gerlach, Richard
1
Gerlach, Richard H.
1
González-Rivera, Gloria
1
Hao, Hong-Xia
1
Herrera, Rodrigo
1
Hoga, Yannick
1
Izzeldin, Marwan
1
Kalotychou, Elena
1
Kang, Kyu Ho
1
Karmakar, Madhusudan
1
Kim, Dongwhan
1
Lazar, Emese
1
Lee, Tae-hwy
1
Lehnert, Thorsten
1
Lin, Jin-Guan
1
Meng, Xiaochun
1
Mishra, Santosh
1
Omori, Yasuhiro
1
Opschoor, Anne
1
Paul, Samit
1
Rice, Gregory
1
Rubia, Antonio
1
Sanchis-Marco, Lidia
1
Takahashi, Makoto
1
Taylor, James W.
1
Trucíos, Carlos
1
Wang, Chao
1
Watanabe, Toshiaki
1
Wirjanto, Tony S.
1
Xue, Xiaohan
1
Zhang, Xin
1
Zhao, Yuqian
1
more ...
less ...
Published in...
All
ECB Working Paper
International journal of forecasting
Energy economics
37
Finance research letters
33
The North American journal of economics and finance : a journal of financial economics studies
31
Journal of banking & finance
21
International review of financial analysis
20
Economic modelling
17
Journal of empirical finance
16
Journal of risk and financial management : JRFM
15
Applied economics
14
Discussion paper / Tinbergen Institute
14
International review of economics & finance : IREF
14
Journal of risk
14
The journal of risk model validation
12
Working paper
12
Econometric Institute research papers
11
Journal of forecasting
11
Journal of international financial markets, institutions & money
11
Risks : open access journal
10
Computational economics
9
Journal of econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of mathematical finance
7
Pacific-Basin finance journal
7
Quantitative finance
7
The European journal of finance
7
Working papers
7
Research paper series / Swiss Finance Institute
6
Swiss Finance Institute Research Paper
6
CFS working paper series
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Financial innovation : FIN
5
International journal of economics and financial issues : IJEFI
5
International journal of finance & economics : IJFE
5
International journal of theoretical and applied finance
5
Journal of financial econometrics
5
European journal of operational research : EJOR
4
Journal of international money and finance
4
Journal of risk : JOR
4
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
2
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
Saved in:
3
On downside risk predictability through liquidity and trading activity : a dynamic quantile approach
Rubia, Antonio
;
Sanchis-Marco, Lidia
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10009706161
Saved in:
4
Forecasting volatility : a reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
González-Rivera, Gloria
;
Lee, Tae-hwy
;
Mishra, Santosh
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 629-645
Persistent link: https://www.econbiz.de/10002434305
Saved in:
5
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
6
The uncertainty in extreme risk forecasts from covariate-augmented volatility models
Hoga, Yannick
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 675-686
Persistent link: https://www.econbiz.de/10012792861
Saved in:
7
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
8
The two-sided Weibull distribution and forecasting financial tail risk
Chen, Qian
;
Gerlach, Richard H.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 541-547
Persistent link: https://www.econbiz.de/10010212495
Saved in:
9
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->