//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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
Credit Default Swaps as Hedgin...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
69
Risk measure
69
Theorie
45
Theory
45
Portfolio selection
30
Portfolio-Management
30
Estimation
26
Schätzung
26
Credit derivative
22
Credit risk
22
Kreditderivat
22
Kreditrisiko
22
Statistical distribution
22
Statistische Verteilung
22
Risiko
20
Risikomanagement
20
Risk
20
Risk management
20
Estimation theory
17
Schätztheorie
17
ARCH model
12
ARCH-Modell
12
Measurement
12
Messung
12
Stochastic process
11
Stochastischer Prozess
11
Volatility
11
Volatilität
11
Capital income
10
Copula
10
Kapitaleinkommen
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Systemic risk
10
Systemrisiko
10
Time series analysis
10
Zeitreihenanalyse
10
credit default swaps
10
Financial crisis
9
Financial services
9
more ...
less ...
Online availability
All
Undetermined
71
Type of publication
All
Article
103
Type of publication (narrower categories)
All
Article in journal
103
Aufsatz in Zeitschrift
103
Conference paper
1
Konferenzbeitrag
1
Language
All
English
103
Author
All
Francq, Christian
3
Kuhn, Daniel
3
Zakoïan, Jean-Michel
3
Brown, David B.
2
Danis, András
2
Delage, Erick
2
Gordy, Michael B.
2
Gouriéroux, Christian
2
Hong, Yongmiao
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Peng, Liang
2
Sim, Melvyn
2
Tsay, Ruey S.
2
Wang, Ruodu
2
Wang, Weining
2
White, Halbert
2
Wiesemann, Wolfram
2
Zhang, Zhengjun
2
Agca, Senay
1
Anthonisz, Sean A.
1
Aramonte, Sirio
1
Asimit, Alexandru V.
1
Aït-Sahalia, Yacine
1
Babich, Volodymyr
1
Ban, Gah-Yi
1
Bandi, Federico M.
1
Banulescu-Radu, Denisa
1
Bartov, Eli
1
Battiston, Stefano
1
Bauer, Daniel
1
Ben-Tal, Aharon
1
Berghaus, Betina
1
Berkowitz, Jeremy
1
Bertail, Patrice
1
Bhat, Gauri
1
Birge, John R.
1
Blasques, Francisco
1
Bollerslev, Tim
1
Borowska, Agnieszka
1
more ...
less ...
Published in...
All
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
251
Insurance / Mathematics & economics
244
Finance research letters
180
IMF Working Papers
180
Journal of risk
132
European journal of operational research : EJOR
131
Risks : open access journal
124
International review of financial analysis
123
Economic modelling
103
The North American journal of economics and finance : a journal of financial economics studies
100
Energy economics
98
Applied economics
88
Journal of empirical finance
80
Discussion paper / Tinbergen Institute
77
International journal of theoretical and applied finance
76
Journal of international financial markets, institutions & money
73
The journal of risk model validation
70
International review of economics & finance : IREF
68
Journal of risk and financial management : JRFM
68
Quantitative finance
68
IMF Staff Country Reports
65
MPRA Paper
63
International journal of forecasting
62
Research paper series / Swiss Finance Institute
59
The journal of structured finance
59
Research in international business and finance
58
The journal of credit risk : published quarterly by Incisive Media
56
Journal of financial stability
54
The European journal of finance
54
Journal of risk management in financial institutions
51
The journal of fixed income
51
Computational economics
50
The journal of operational risk
48
Applied economics letters
47
SFB 649 discussion paper
46
Working paper
45
Journal of economic dynamics & control
44
Journal of financial economics
44
more ...
less ...
Source
All
ECONIS (ZBW)
103
Showing
1
-
10
of
103
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
2
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
3
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
Saved in:
4
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
5
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
6
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
7
Nonparametric estimation of conditional VaR and expected shortfall
Cai, Zongwu
;
Wang, Xian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 120-130
Persistent link: https://www.econbiz.de/10003783792
Saved in:
8
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
9
Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
Chan, Ngai Hang
;
Deng, Shi-jie
;
Peng, Liang
;
Xia, Zhendong
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 556-576
Persistent link: https://www.econbiz.de/10003441983
Saved in:
10
Proper conditioning for coherent VaR in portfolio management
Garcia, René
;
Renault, Éric
;
Tsafack, Georges
- In:
Management science : journal of the Institute for …
53
(
2007
)
3
,
pp. 483-494
Persistent link: https://www.econbiz.de/10003451621
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...
//-->