//--> //--> //--> //-->
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:"Economics letters"
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 multivariate CVaR risk measu...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
5,254
Theory
5,253
Estimation theory
412
Schätztheorie
412
Risiko
328
Risk
318
Time series analysis
297
Zeitreihenanalyse
297
Estimation
285
Schätzung
283
USA
221
United States
221
Geldpolitik
213
Monetary policy
212
Game theory
208
Spieltheorie
208
VAR model
167
VAR-Modell
167
Schock
143
Shock
143
Income distribution
139
Einkommensverteilung
138
Portfolio selection
137
Portfolio-Management
137
Experiment
136
Duopol
128
Duopoly
128
Business cycle
123
Konjunktur
123
Volatility
122
Volatilität
122
Preismanagement
118
Pricing strategy
118
Welt
117
World
117
Asymmetric information
114
Asymmetrische Information
114
Oligopol
106
Oligopoly
106
Inflation
105
more ...
less ...
Online availability
All
Undetermined
1,294
Free
18
Type of publication
All
Article
5,648
Type of publication (narrower categories)
All
Article in journal
5,526
Aufsatz in Zeitschrift
5,526
Article
1
Rezension
1
Language
All
English
5,629
Undetermined
19
Author
All
Stark, Oded
19
Krämer, Walter
14
Peel, David
13
Matsumura, Toshihiro
12
Mukherjee, Arijit
12
Franses, Philip Hans
11
Färe, Rolf
11
Lambertini, Luca
11
Marjit, Sugata
11
Schmidt, Peter
11
Lai, Ching-chong
10
Schmitz, Patrick W.
10
Stengos, Thanasēs
10
Basu, Kaushik
9
Beladi, Hamid
9
Eeckhoudt, Louis R.
9
Giles, David E. A.
9
Gupta, Rangan
9
Harrington, Joseph Emmett
9
Lee, Junsoo
9
Li, Qi
9
Andersen, Torben M.
8
Aronsson, Thomas
8
Bénassy, Jean-Pascal
8
Dionne, Georges
8
Gehrlein, William V.
8
Kapetanios, George
8
Neilson, William
8
Ravallion, Martin
8
Shaffer, Sherrill
8
Shogren, Jason F.
8
Smith, Vincent Kerry
8
Thomson, William
8
Wang, Leonard F. S.
8
Baye, Michael R.
7
Braid, Ralph M.
7
Campbell, Donald E.
7
Corchón, Luis C.
7
Egger, Peter
7
Friehe, Tim
7
more ...
less ...
Published in...
All
Economics letters
NBER working paper series
7,868
Working paper / National Bureau of Economic Research, Inc.
7,419
NBER Working Paper
7,026
European journal of operational research : EJOR
5,305
Discussion paper / Centre for Economic Policy Research
4,930
CESifo working papers
3,967
Working paper
3,296
Journal of economic theory
2,962
Journal of economic dynamics & control
2,630
Discussion paper / Tinbergen Institute
2,553
Discussion paper series / IZA
2,548
The American economic review
2,492
Journal of economic behavior & organization : JEBO
2,377
Computers & operations research : and their applications to problems of world concern ; an international journal
2,362
Europäische Hochschulschriften / 5
2,322
SpringerLink / Bücher
2,233
International journal of production research
2,232
Applied economics
2,115
Economic modelling
2,073
CESifo Working Paper
2,041
Journal of banking & finance
2,032
European economic review : EER
2,017
Discussion paper
2,016
Games and economic behavior
1,887
The economic journal : the journal of the Royal Economic Society
1,872
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,831
Journal of public economics
1,793
Journal of econometrics
1,781
IMF working papers
1,768
Management science : journal of the Institute for Operations Research and the Management Sciences
1,736
CESifo Working Paper Series
1,724
Discussion paper / Center for Economic Research, Tilburg University
1,719
IZA Discussion Paper
1,676
Discussion papers / CEPR
1,594
Finance research letters
1,590
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,555
International journal of production economics
1,513
Journal of monetary economics
1,501
Energy economics
1,485
more ...
less ...
Source
All
ECONIS (ZBW)
5,647
EconStor
1
Showing
1
-
10
of
5,648
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
BP-
CVaR
: a novel model of estimating
CVaR
with back propagation algorithm
Wang, Gang-Jin
;
Zhu, Chun-Long
- In:
Economics letters
209
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013209345
Saved in:
2
A simple and focused backtest of value at
risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
3
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
4
Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook
- In:
Economics letters
147
(
2016
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
Saved in:
5
Efficient
VAR
discretization
Gordon, Grey
- In:
Economics letters
204
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012607567
Saved in:
6
A closed-form solution to the
risk
-taking motivation of subordinated debtholders
Heller, Yuval
;
Peleg-Lazar, Sharon
;
Raviv, Alon
- In:
Economics letters
181
(
2019
),
pp. 169-173
Persistent link: https://www.econbiz.de/10012121790
Saved in:
7
Comparing downside
risk
measures for heavy tailed distributions
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Sarma, Mandira
; …
- In:
Economics letters
92
(
2006
)
2
,
pp. 202-208
Persistent link: https://www.econbiz.de/10003360851
Saved in:
8
Bitcoin
risk
modeling with blockchain graphs
Akcora, Cuneyt Gurcan
;
Dixon, Matthew F.
;
Gel, Yulia R.
; …
- In:
Economics letters
173
(
2018
),
pp. 138-142
Persistent link: https://www.econbiz.de/10012022965
Saved in:
9
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
- In:
Economics letters
73
(
2001
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
Saved in:
10
Measuring macroeconomic uncertainty : a historical perspective
Shen, Yifan
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510982
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...
//-->