//--> //--> //--> //-->
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
A Comparison of VAR and Cvar C...
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
268
Schätzung
268
Geldpolitik
194
Monetary policy
194
VAR model
194
VAR-Modell
194
Portfolio selection
174
Portfolio-Management
174
Time series analysis
124
Zeitreihenanalyse
124
Schock
121
Shock
121
Economic growth
116
Volatility
113
Volatilität
112
Welt
112
World
112
Wirtschaftswachstum
111
Endogenes Wachstumsmodell
108
Endogenous growth model
108
General equilibrium
108
Allgemeines Gleichgewicht
107
Forecasting model
95
Prognoseverfahren
95
Risiko
93
Risk
93
Fiscal policy
89
Finanzpolitik
88
Business cycle
84
Konjunktur
84
United States
80
USA
79
Börsenkurs
78
EU countries
78
EU-Staaten
78
Share price
78
Impact assessment
75
Wirkungsanalyse
75
more ...
less ...
Online availability
All
Undetermined
910
Free
13
Type of publication
All
Article
1,934
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
1,937
Aufsatz in Zeitschrift
1,937
Conference paper
13
Konferenzbeitrag
13
Collection of articles of several authors
7
Sammelwerk
7
Conference proceedings
2
Konferenzschrift
2
more ...
less ...
Language
All
English
1,937
Author
All
Afonso, Oscar
11
Yang, Chunpeng
11
Anwar, Sajid
8
Chaudhuri, Sarbajit
8
Kit, Pong Wong
8
Caporale, Guglielmo Maria
6
Hertel, Thomas W.
6
Minford, Patrick
6
Pisani, Massimiliano
6
Arouri, Mohamed
5
Gupta, Manash Ranjan
5
Hall, Stephen G.
5
Hur, Joonyoung
5
Jawadi, Fredj
5
Lahiri, Radhika
5
Marjit, Sugata
5
Nguyen, Duc Khuong
5
Nijkamp, Peter
5
Prigent, Jean-Luc
5
Sarkar, Biswajit
5
Semmler, Willi
5
Siu, Tak Kuen
5
Spyromitros, Eleftherios
5
Tamai, Toshiki
5
Yao, Haixiang
5
Yoon, Gawon
5
Zhang, Rengui
5
Zhou, Yu
5
Alghalith, Moawia
4
Beladi, Hamid
4
Bucci, Alberto
4
Butter, Frank A. G. den
4
Bárcena Ruiz, Juan Carlos
4
Chevallier, Julien
4
Ftiti, Zied
4
Gil, Pedro Mazeda
4
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
Hatemi-J, Abdulnasser
4
Jiang, Cuixia
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
7,299
Working paper / National Bureau of Economic Research, Inc.
6,829
NBER Working Paper
6,490
Economics letters
5,454
European journal of operational research : EJOR
5,132
Discussion paper / Centre for Economic Policy Research
4,708
CESifo working papers
3,898
Working paper
3,098
Journal of economic theory
2,907
Journal of economic dynamics & control
2,584
Discussion paper / Tinbergen Institute
2,493
The American economic review
2,395
Discussion paper series / IZA
2,389
Computers & operations research : and their applications to problems of world concern ; an international journal
2,350
Journal of economic behavior & organization : JEBO
2,255
Europäische Hochschulschriften / 5
2,203
CESifo Working Paper
2,195
International journal of production research
1,970
European economic review : EER
1,965
Discussion paper
1,941
SpringerLink / Bücher
1,867
Games and economic behavior
1,863
Applied economics
1,857
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
Journal of banking & finance
1,816
The economic journal : the journal of the Royal Economic Society
1,816
CESifo Working Paper Series
1,794
Journal of public economics
1,759
Journal of econometrics
1,714
Discussion paper / Center for Economic Research, Tilburg University
1,688
IZA Discussion Paper
1,657
Management science : journal of the Institute for Operations Research and the Management Sciences
1,583
IMF working papers
1,556
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,516
Journal of monetary economics
1,493
Discussion papers / CEPR
1,451
Public choice
1,392
IZA Discussion Papers
1,380
International economic review
1,376
more ...
less ...
Source
All
ECONIS (ZBW)
1,937
Showing
1
-
10
of
1,937
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markets liquidity risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef
;
Snoussi, Wafa
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
Saved in:
2
International risk transmission of stock market movements
Shen, Yifan
- In:
Economic modelling
69
(
2018
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
Saved in:
3
Forecasting VaR and ES using dynamic conditional score models and skew Student distribution
Gao, Chun-Ting
;
Zhou, Xiao-Hua
- In:
Economic modelling
53
(
2016
),
pp. 216-223
Persistent link: https://www.econbiz.de/10011641009
Saved in:
4
Risk, uncertainty, and leverage
Istiak, Khandokar
;
Serletis, Apostolos
- In:
Economic modelling
91
(
2020
),
pp. 257-273
Persistent link: https://www.econbiz.de/10012429054
Saved in:
5
Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman
;
Ali Shah, Syed Zulfiqar
;
Abbas, Qaisar
- In:
Economic modelling
44
(
2015
),
pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
Saved in:
6
Dynamic optimal capital growth with risk constraints
Yong, Luo
;
Zhu, Bo
;
Yong, Tang
- In:
Economic modelling
30
(
2013
),
pp. 586-594
Persistent link: https://www.econbiz.de/10009708829
Saved in:
7
Stress-testing for portfolios of commodity futures
Paraschiv, Florentina
;
Mudry, Pierre-Antoine
;
Andrieş, …
- In:
Economic modelling
50
(
2015
),
pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
Saved in:
8
A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock-bond portfolios
Chen, Xiangjin B.
;
Silvapulle, Paramsothy
;
Silvapulle, …
- In:
Economic modelling
42
(
2014
),
pp. 230-242
Persistent link: https://www.econbiz.de/10010478162
Saved in:
9
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:
10
Overview of the special issue on "Rethinking risks in international financial markets : modeling tools and applications"
Nguyen, Duc Khuong
- In:
Economic modelling
40
(
2014
),
pp. 367-368
Persistent link: https://www.econbiz.de/10010425596
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...
//-->