//--> //--> //--> //-->
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:"Economic modelling"
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
Forecasting value-at-risk with...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,669
Theory
1,669
Estimation
293
Schätzung
293
Forecasting model
241
Prognoseverfahren
241
Volatility
198
Volatilität
197
Portfolio selection
174
Portfolio-Management
174
Time series analysis
157
Zeitreihenanalyse
157
Geldpolitik
156
Monetary policy
156
ARCH model
155
ARCH-Modell
155
Welt
124
World
124
Economic growth
119
Wirtschaftswachstum
114
Börsenkurs
112
Share price
112
Endogenes Wachstumsmodell
109
Endogenous growth model
109
General equilibrium
108
Allgemeines Gleichgewicht
107
Capital income
106
Kapitaleinkommen
106
Risk
101
Aktienmarkt
100
Risiko
100
Stock market
100
United States
93
USA
92
Fiscal policy
78
Finanzpolitik
77
Financial market
76
Finanzmarkt
76
Business cycle
74
Inflation
74
more ...
less ...
Online availability
All
Undetermined
986
Free
17
Type of publication
All
Article
2,055
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
2,058
Aufsatz in Zeitschrift
2,058
Conference paper
12
Konferenzbeitrag
12
Collection of articles of several authors
7
Sammelwerk
7
Conference proceedings
2
Konferenzschrift
2
more ...
less ...
Language
All
English
2,058
Author
All
Afonso, Oscar
11
Yang, Chunpeng
11
Gupta, Rangan
9
Anwar, Sajid
8
Chaudhuri, Sarbajit
8
Kit, Pong Wong
8
Ma, Feng
8
Zhang, Yaojie
8
Arouri, Mohamed
6
Hertel, Thomas W.
6
Jawadi, Fredj
6
Pisani, Massimiliano
6
Caporale, Guglielmo Maria
5
Gupta, Manash Ranjan
5
Hall, Stephen G.
5
Kolasa, Marcin
5
Lahiri, Radhika
5
Marjit, Sugata
5
Minford, Patrick
5
Nguyen, Duc Khuong
5
Nijkamp, Peter
5
Prigent, Jean-Luc
5
Reboredo, Juan Carlos
5
Roubaud, David
5
Sarkar, Biswajit
5
Semmler, Willi
5
Siu, Tak Kuen
5
Su, Jen-je
5
Tamai, Toshiki
5
Todorova, Neda
5
Yao, Haixiang
5
Yoon, Gawon
5
Zhang, Rengui
5
Zhou, Yu
5
Alghalith, Moawia
4
Balcilar, Mehmet
4
Beladi, Hamid
4
Bhatti, Muhammad Ishaq
4
Bucci, Alberto
4
Butter, Frank A. G. den
4
more ...
less ...
Institution
All
International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
1
Published in...
All
Economic modelling
NBER working paper series
7,403
Working paper / National Bureau of Economic Research, Inc.
6,946
NBER Working Paper
6,662
Economics letters
5,538
European journal of operational research : EJOR
5,319
Discussion paper / Centre for Economic Policy Research
4,736
CESifo working papers
3,769
Working paper
3,117
Journal of economic theory
2,902
Discussion paper / Tinbergen Institute
2,583
Journal of economic dynamics & control
2,547
The American economic review
2,406
Computers & operations research : and their applications to problems of world concern ; an international journal
2,381
Journal of economic behavior & organization : JEBO
2,295
Discussion paper series / IZA
2,271
Europäische Hochschulschriften / 5
2,258
International journal of production research
2,236
SpringerLink / Bücher
2,120
Journal of banking & finance
2,042
Applied economics
2,017
CESifo Working Paper
1,950
European economic review : EER
1,950
Journal of econometrics
1,944
Discussion paper
1,892
Games and economic behavior
1,867
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,823
The economic journal : the journal of the Royal Economic Society
1,812
International journal of forecasting
1,766
Journal of public economics
1,755
Discussion paper / Center for Economic Research, Tilburg University
1,721
Management science : journal of the Institute for Operations Research and the Management Sciences
1,699
CESifo Working Paper Series
1,649
IZA Discussion Paper
1,532
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,517
International journal of production economics
1,501
Energy economics
1,496
Journal of monetary economics
1,442
Discussion papers / CEPR
1,436
Finance research letters
1,421
more ...
less ...
Source
All
ECONIS (ZBW)
2,058
Showing
1
-
10
of
2,058
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
2
Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Economic modelling
42
(
2014
),
pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
Saved in:
3
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
4
Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
Moussa, A. Mbairadjim
;
Kamdem, J. Sadefo
;
Terraza, Michel
- In:
Economic modelling
39
(
2014
),
pp. 247-256
Persistent link: https://www.econbiz.de/10010421851
Saved in:
5
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
6
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
Saved in:
7
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
8
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
9
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
10
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->