//--> //--> //--> //-->
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"
~language:"eng"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Statistische Verteilung
Portfolio selection
64
Portfolio-Management
64
Theorie
38
Theory
38
Risikomanagement
25
Risk management
25
Capital income
24
Kapitaleinkommen
24
Estimation theory
21
Schätztheorie
21
Risk measure
17
Volatility
17
Volatilität
17
Correlation
13
Forecasting model
13
Korrelation
13
Prognoseverfahren
13
CAPM
12
Estimation
12
Schätzung
12
Statistical distribution
12
Risiko
11
Risk
11
ARCH model
10
ARCH-Modell
10
Analysis of variance
10
Varianzanalyse
10
Börsenkurs
7
Share price
7
Multivariate Analyse
6
Multivariate analysis
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Time series analysis
6
Zeitreihenanalyse
6
Factor analysis
5
Faktorenanalyse
5
Minimum variance portfolio
5
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Conference paper
1
Konferenzbeitrag
1
Language
All
English
Author
All
Francq, Christian
2
Hong, Yongmiao
2
Patton, Andrew J.
2
Zakoïan, Jean-Michel
2
Zhang, Zhengjun
2
Amengual, Dante
1
Arvanitis, Stelios
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Bertail, Patrice
1
Bégin, Jean-François
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chen, Rong
1
Chen, Rui
1
Chen, Yu
1
Chu, Amanda M. Y.
1
Daouia, Abdelaati
1
Diebold, Francis X.
1
Egorov, Alexej V.
1
Fiorentini, Gabriele
1
Girard, Stéphane
1
Häfke, Christian
1
Härdle, Wolfgang
1
Jiménez-Martín, Juan-Ángel
1
Karabati, Selcuk
1
Li, Haitao
1
Li, Hengxin
1
Liu, Yanhui
1
Luati, Alessandra
1
Maasoumi, Esfandiar
1
Maller, Ross A.
1
Oh, Dong Hwan
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Polak, Pawel
1
Politis, Dimitris N.
1
Post, Thierry
1
more ...
less ...
Published in...
All
Journal of econometrics
Insurance / Mathematics & economics
146
Journal of banking & finance
110
European journal of operational research : EJOR
84
Risks : open access journal
80
Journal of risk
70
Finance research letters
66
Economic modelling
47
Discussion paper / Tinbergen Institute
46
International review of financial analysis
46
Quantitative finance
43
The North American journal of economics and finance : a journal of financial economics studies
40
International journal of theoretical and applied finance
38
The journal of risk model validation
37
The journal of operational risk
34
Applied economics
33
Energy economics
33
Journal of risk and financial management : JRFM
33
Research paper series / Swiss Finance Institute
30
Journal of empirical finance
28
The European journal of finance
28
Journal of economic dynamics & control
27
Finance and stochastics
26
International review of economics & finance : IREF
26
Journal of risk management in financial institutions
24
Computational economics
23
The journal of asset management
23
International journal of forecasting
22
Research in international business and finance
22
Journal of mathematical finance
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Operations research
19
The journal of credit risk : published quarterly by Incisive Media
19
Journal of international financial markets, institutions & money
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Scandinavian actuarial journal
17
Swiss Finance Institute Research Paper
17
Working papers
16
Mathematics and financial economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
3
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
4
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
5
Validating forecasts of the joint probability density of bond yields : can affine models beat random walk?
Egorov, Alexej V.
;
Hong, Yongmiao
;
Li, Haitao
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 255-284
Persistent link: https://www.econbiz.de/10003376084
Saved in:
6
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
7
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
8
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
9
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
10
Granger causality in risk and detection of extreme risk spillover between financial markets
Hong, Yongmiao
;
Liu, Yanhui
;
Wang, Shouyang
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 271-287
Persistent link: https://www.econbiz.de/10003858904
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->