//--> //--> //-->
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:"Zeitreihenanalyse"
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
Zeitreihenanalyse
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
Value at risk
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
9
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
Lucas, André
2
Bams, Dennis
1
Blanchard, Gildas
1
Chen, Hua
1
Clements, Adam
1
Fei, Fei
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Fuertes, Ana María
1
Gerlach, Richard
1
Hao, Hong-Xia
1
Herrera, Rodrigo
1
Kalotychou, Elena
1
Lazar, Emese
1
Lehnert, Thorsten
1
Li, Han
1
Lin, Jin-Guan
1
Opschoor, Anne
1
Wang, Chao
1
Xue, Xiaohan
1
Zhang, Xin
1
more ...
less ...
Published in...
All
ECB Working Paper
International journal of forecasting
International review of financial analysis
8
Journal of econometrics
8
Journal of empirical finance
8
SFB 649 discussion paper
8
Finance research letters
7
Journal of banking & finance
7
Discussion paper / Tinbergen Institute
6
Economic modelling
6
Energy economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial econometrics
5
Journal of forecasting
5
Research in international business and finance
5
SFB 649 Discussion Paper
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Computational economics
4
Journal of risk
4
Quantitative finance
4
Research paper series / Swiss Finance Institute
4
Risks : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Global business & economics review
3
International review of economics & finance : IREF
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of risk and financial management : JRFM
3
Reihe: Finanzierung, Kapitalmarkt und Banken
3
The European journal of finance
3
The econometrics journal
3
The journal of risk model validation
3
Umeå economic studies
3
Working papers
3
Applied economics letters
2
Applied quantitative finance
2
CESifo working papers
2
Cambridge working papers in economics
2
Discussion papers / CEPR
2
ECARES working paper
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 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
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:
3
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:
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
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
6
Volatility measures and Value-at-Risk
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 848-863
Persistent link: https://www.econbiz.de/10011746918
Saved in:
7
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
8
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
9
Hierarchical mortality forecasting with EVT tails : an application to solvency capital requirement
Li, Han
;
Chen, Hua
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 549-563
Persistent link: https://www.econbiz.de/10014547182
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->