//--> //--> //--> //-->
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 review of financial analysis"
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
Data Driven Value-at-Risk Fore...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
74
Risk measure
74
Portfolio selection
31
Portfolio-Management
31
Theorie
31
Theory
31
Volatility
28
Volatilität
28
ARCH model
24
ARCH-Modell
24
Capital income
23
Kapitaleinkommen
23
Estimation
21
Risiko
21
Risk
21
Schätzung
21
Risikomanagement
20
Risk management
20
Aktienmarkt
19
Stock market
19
Forecasting model
16
Prognoseverfahren
16
Value-at-risk
15
Financial crisis
13
Finanzkrise
13
Statistical distribution
13
Statistische Verteilung
13
Börsenkurs
11
GARCH
11
Share price
11
Systemic risk
11
Systemrisiko
11
Multivariate Verteilung
10
Multivariate distribution
10
Time series analysis
10
Welt
10
World
10
Zeitreihenanalyse
10
Expected shortfall
9
Measurement
9
more ...
less ...
Online availability
All
Undetermined
57
Free
1
Type of publication
All
Article
85
Type of publication (narrower categories)
All
Article in journal
85
Aufsatz in Zeitschrift
85
Language
All
English
85
Author
All
Degiannakis, Stavros
3
Fernández, Viviana
2
Kouretas, Georgios P.
2
Lazar, Emese
2
Righi, Marcelo Brutti
2
Troster, Victor
2
Uddin, Mohammed Gazi Salah
2
Zarangas, Leonidas P.
2
Ahelegbey, Daniel Felix
1
Akinsomi, Omokolade
1
Al-Titi, Omar
1
Alexander, Carol
1
Alzahrani, Mohammed
1
Argyropoulos, Christos
1
Assaf, Ata
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Battaglia, Francesca
1
Bee, Marco
1
Ben Ameur, Hachmi
1
Berger, Theo
1
Bhattacharyya, Malay
1
Boldanov, Rustam
1
Bollen, Bernard
1
Borer, Daniel
1
Bratis, Theodoros
1
Bredin, Donal
1
Brio, Esther B. del
1
Brooks, Robert
1
Butt, Hilal Anwar
1
Byström, Hans N. E.
1
Cassese, Gianluca
1
Ceretta, Paulo Sergio
1
Chau Trinh Nguyen
1
Chen, Xiang
1
Chen, Zhihua
1
Chou, Pin-huang
1
Choudhry, Taufiq
1
Chrétien, Stéphane
1
Chávez-Bedoya, Luis
1
more ...
less ...
Published in...
All
International review of financial analysis
MPRA Paper
226
Insurance / Mathematics & economics
220
Journal of banking & finance
193
Finance research letters
133
European journal of operational research : EJOR
123
Journal of risk
123
Risks : open access journal
116
Energy economics
97
The North American journal of economics and finance : a journal of financial economics studies
85
Challenges
83
Economic modelling
82
Discussion paper / Tinbergen Institute
80
Applied economics
77
IRTG 1792 Discussion Paper
77
Journal of risk and financial management : JRFM
70
International journal of forecasting
68
The journal of risk model validation
67
Journal of empirical finance
66
Econometrics
58
Quantitative finance
57
Journal of econometrics
54
International review of economics & finance : IREF
53
Computational economics
51
Research in international business and finance
50
SFB 649 discussion paper
50
Journal of forecasting
49
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
Tinbergen Institute Discussion Papers
47
Journal of international financial markets, institutions & money
45
Applied economics letters
44
The European journal of finance
44
Journal of Risk and Financial Management
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Tinbergen Institute Discussion Paper
40
Research paper series / Swiss Finance Institute
39
Working papers
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
more ...
less ...
Source
All
ECONIS (ZBW)
85
Showing
1
-
10
of
85
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting VaR using analytic higher moments for
GARCH
processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
2
Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
3
Backtesting VaR and ES under the magnifying glass
Argyropoulos, Christos
;
Panopulu, Aikaterinē
- In:
International review of financial analysis
64
(
2019
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012208280
Saved in:
4
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
5
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
6
Vine copulas and applications to the European Union sovereign debt analysis
Zhang, Dalu
- In:
International review of financial analysis
36
(
2014
),
pp. 46-56
Persistent link: https://www.econbiz.de/10010530221
Saved in:
7
The transmission of market shocks and bilateral linkages : evidence from emerging economies
Balli, Faruk
;
Balli, Hatice Ozer
;
Jean-Louis, Rosmy
; …
- In:
International review of financial analysis
42
(
2015
),
pp. 349-357
Persistent link: https://www.econbiz.de/10011573526
Saved in:
8
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
9
Time-varying risk premium yield spread effect in term structure and global financial crisis : evidence from Europe
Choudhry, Taufiq
- In:
International review of financial analysis
48
(
2016
),
pp. 303-311
Persistent link: https://www.econbiz.de/10011624526
Saved in:
10
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->