//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
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
Backtesting Value-at-Risk and...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk management
218
Risikomanagement
217
Estimation theory
183
Schätztheorie
183
Theorie
176
Theory
176
Risk measure
115
Risikomaß
114
Risiko
113
Risk
113
Portfolio selection
103
Portfolio-Management
103
Mathematical programming
72
Mathematische Optimierung
72
Lieferkette
54
Supply chain
54
Stochastic process
53
Stochastischer Prozess
53
Measurement
37
Messung
37
Robust statistics
37
Robustes Verfahren
37
Regression analysis
33
Regressionsanalyse
33
Finance
32
Technical efficiency
32
Technische Effizienz
32
Simulation
31
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
Risk analysis
30
Production function
28
Produktionsfunktion
28
Supply chain management
26
Statistical distribution
25
Statistische Verteilung
25
Data envelopment analysis
24
Data-Envelopment-Analyse
24
Decision under uncertainty
24
Entscheidung unter Unsicherheit
24
more ...
less ...
Online availability
All
Undetermined
299
Free
7
Type of publication
All
Article
468
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
462
Aufsatz in Zeitschrift
462
Language
All
English
468
Undetermined
1
Author
All
Tsionas, Efthymios G.
12
Kumbhakar, Subal
8
Boonen, Tim J.
6
Gupta, Aparna
5
Kuosmanen, Timo
5
Ruggiero, John
5
Carrizosa, Emilio
4
Crook, Jonathan N.
4
Grechuk, Bogdan
4
Johnson, Andrew L.
4
Simar, Léopold
4
Wang, Shouyang
4
Brandtner, Mario
3
Chernonog, Tatyana
3
Fabozzi, Frank J.
3
Heidergott, Bernd
3
Keshvari, Abolfazl
3
Kürsten, Wolfgang
3
Li, Duan
3
Mitra, Sovan
3
Olesen, Ole Bent
3
Pesenti, Silvana M.
3
Quigley, John
3
Rosazza Gianin, Emanuela
3
Rösch, Daniel
3
Shapiro, Alexander
3
Adcock, C. J.
2
Ahmadi-Javid, Amir
2
Alem, Douglas
2
Alexander, Carol
2
Andreeva, Galina
2
Ansaripoor, Amir H.
2
Antonio, Katrien
2
Avinadav, Tal
2
Avittathur, Balram
2
Balbás de la Corte, Alejandro
2
Barbosa-Póvoa, Ana Paula
2
Baykal-Gürsoy, Melike
2
Bellini, Fabio
2
Bertsimas, Dimitris
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of econometrics
1,680
Economics letters
1,011
MPRA Paper
1,000
Econometric theory
732
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
647
Discussion paper / Tinbergen Institute
566
Working Paper
489
IMF Staff Country Reports
481
Econometric reviews
455
NBER working paper series
444
Insurance / Mathematics & economics
435
ECB Working Paper
431
NBER Working Paper
425
CEMMAP working papers / Centre for Microdata Methods and Practice
400
Journal of banking & finance
397
Risks : open access journal
359
Tinbergen Institute Discussion Paper
334
SpringerLink / Bücher
332
Finance research letters
330
Journal of the American Statistical Association : JASA
327
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
318
Working paper / National Bureau of Economic Research, Inc.
316
Working paper
300
Journal of risk and financial management : JRFM
299
Journal of risk management in financial institutions
297
Discussion paper
292
International journal of production research
286
CESifo working papers
278
The econometrics journal
276
CESifo Working Paper
273
Discussion paper series / IZA
271
Applied economics
265
Applied economics letters
260
Série des documents de travail / Centre de Recherche en Économie et Statistique
244
Economic modelling
239
Journal of applied econometrics
228
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
225
Cowles Foundation discussion paper
218
International journal of forecasting
215
more ...
less ...
Source
All
ECONIS (ZBW)
468
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
469
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
2
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
Saved in:
3
CVaR (superquantile) norm : stochastic case
Mafusalov, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 200-208
Persistent link: https://www.econbiz.de/10011435796
Saved in:
4
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
5
A linearized value-at-risk model with transaction costs and short selling
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Mu, Da-Ren
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 872-878
Persistent link: https://www.econbiz.de/10011386345
Saved in:
6
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
7
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
Saved in:
8
A risk management system for sustainable fleet replacement
Ansaripoor, Amir H.
;
Oliveira, Fernando S.
;
Liret, Anne
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 701-712
Persistent link: https://www.econbiz.de/10010379953
Saved in:
9
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
10
The center of a convex set and capital allocation
Grechuk, Bogdan
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
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...
//-->