//--> //--> //--> //-->
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:"International journal of forecasting"
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
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
60
Prognoseverfahren
60
Risikomaß
59
Risk measure
59
Theorie
39
Theory
39
ARCH model
28
ARCH-Modell
28
Statistical distribution
26
Statistische Verteilung
26
Risk management
21
Volatility
21
Volatilität
21
Estimation
19
Risikomanagement
19
Schätzung
19
Capital income
14
Kapitaleinkommen
14
Portfolio selection
14
Portfolio-Management
14
Time series analysis
14
Zeitreihenanalyse
14
Risk
11
Expected shortfall
10
Risiko
9
Value at risk
9
Outliers
8
Ausreißer
7
Börsenkurs
7
Credit risk
7
Estimation theory
7
Extreme value theory
7
GARCH
7
Kreditrisiko
7
Schätztheorie
7
Share price
7
VAR model
7
VAR-Modell
7
Value-at-Risk
7
Bayes-Statistik
6
more ...
less ...
Online availability
All
Undetermined
52
Free
3
Type of publication
All
Article
74
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
74
Aufsatz in Zeitschrift
74
Aufsatzsammlung
1
Language
All
English
75
Author
All
Fuertes, Ana María
3
Gerlach, Richard
3
Taleb, Nassim Nicholas
3
Taylor, James W.
3
Herrera, Rodrigo
2
Kalotychou, Elena
2
Lazar, Emese
2
Lucas, André
2
Polanski, Arnold
2
Rösch, Daniel
2
Stoja, Evarist
2
Wang, Chao
2
Abeywardana, Sachin
1
Adams, Patrick A.
1
Adrian, Tobias
1
Alexander, Carol
1
Andreeva, G.
1
Andreeva, Galina
1
Ardia, David
1
Assimakopoulos, V.
1
Bams, Dennis
1
Bar-Yam, Yaneer
1
Baronyan, Sayad
1
Bauwens, Luc
1
Bellotti, T.
1
Bellotti, Tony
1
Bianchi, Michele Leonardo
1
Blanchard, Gildas
1
Bluteau, Keven
1
Boffelli, Simona
1
Boudt, Kris
1
Boyarchenko, Nina
1
Buizza, Roberto
1
Cardós, Manuel
1
Catania, Leopoldo
1
Chen, Cathy W. S.
1
Chen, Hua
1
Chen, Qian
1
Chen, Zhi
1
Chipulu, Maxwell
1
more ...
less ...
Published in...
All
International journal of forecasting
IMF Staff Country Reports
481
Journal of banking & finance
351
Insurance / Mathematics & economics
343
SpringerLink / Bücher
312
European journal of operational research : EJOR
300
Risks : open access journal
299
Journal of risk management in financial institutions
297
Finance research letters
292
International journal of production research
256
MPRA Paper
222
Journal of risk and financial management : JRFM
218
International journal of production economics
198
Energy economics
187
International review of financial analysis
181
Risiko-Manager
177
IMF Working Papers
173
Journal of risk
162
The journal of operational risk
161
International journal of risk assessment and management : IJRAM
142
Springer eBook Collection
142
Economic modelling
123
Managing business risk : a practical guide to protecting your business
123
Applied economics
122
Journal of Risk and Financial Management
122
NBER working paper series
121
The North American journal of economics and finance : a journal of financial economics studies
118
Wiley finance series
116
International journal of project management : the journal of The International Project Management Association
111
Discussion paper / Tinbergen Institute
108
World Bank E-Library Archive
107
International review of economics & finance : IREF
102
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
102
Quantitative finance
100
Journal of econometrics
98
Research in international business and finance
98
Europäische Hochschulschriften / 5
95
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Managerial Finance
95
Working paper / National Bureau of Economic Research, Inc.
95
Journal of empirical finance
92
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting Bitcoin risk measures : a robust approach
Trucíos, Carlos
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 836-847
Persistent link: https://www.econbiz.de/10012305182
Saved in:
2
Intraday portfolio risk management using VaR and
CVaR
: a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
3
Frontiers in VaR forecasting and backtesting
Nieto, Maria Rosa
;
Ruiz, Esther
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
Saved in:
4
Forecasting risk with Markov-switching
GARCH
models : a large-scale performance study
Ardia, David
;
Bluteau, Keven
;
Boudt, Kris
;
Catania, Leopoldo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 733-747
Persistent link: https://www.econbiz.de/10012031094
Saved in:
5
Quantile forecast optimal combination to enhance safety stock estimation
Trapero, Juan R.
;
Cardós, Manuel
;
Kourentzes, Nikolaos
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 239-250
Persistent link: https://www.econbiz.de/10012300607
Saved in:
6
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:
7
Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo
;
Boffelli, Simona
;
Urga, Giovanni
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 206-216
Persistent link: https://www.econbiz.de/10010510949
Saved in:
8
Forecasting systemic impact in financial networks
Hautsch, Nikolaus
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
Saved in:
9
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
Saved in:
10
Comparing density forecasts in a risk management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->