//--> //--> //--> //-->
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"
~subject:"Theorie"
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
Theorie
Risikomaß
41
Risk measure
41
Theory
28
Estimation
19
Schätzung
19
Estimation theory
17
Schätztheorie
17
Statistical distribution
17
Statistische Verteilung
17
Portfolio selection
13
Portfolio-Management
13
Risikomanagement
12
Risk management
12
ARCH model
11
ARCH-Modell
11
Copula
10
Time series analysis
10
Volatility
10
Volatilität
10
Zeitreihenanalyse
10
Capital income
9
Kapitaleinkommen
9
Multivariate Verteilung
9
Multivariate distribution
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Stochastic process
9
Stochastischer Prozess
9
Ausreißer
7
Outliers
7
Regression analysis
7
Regressionsanalyse
7
Risiko
7
Risk
7
Forecasting model
6
Prognoseverfahren
6
Value at risk
6
Extreme value theory
5
Markov chain
5
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Conference paper
1
Konferenzbeitrag
1
Language
All
English
28
Author
All
Härdle, Wolfgang
2
Peng, Liang
2
Tsay, Ruey S.
2
Wang, Weining
2
Asimit, Alexandru V.
1
Berghaus, Betina
1
Bertail, Patrice
1
Blasques, Francisco
1
Bücher, Axel
1
Callaway, Brantly
1
Calvet, Laurent E.
1
Catania, Leopoldo
1
Chan, Ngai Hang
1
Chan, Thomas W. C.
1
Chavez-Demoulin, V.
1
Chen, Rong
1
Chen, Rui
1
Chu, Amanda M. Y.
1
Creal, Drew
1
Czellar, Veronika
1
Daníelsson, Jón
1
Deng, Shi-jie
1
Diebold, Francis X.
1
Duong, Diep
1
Embrechts, Paul
1
Fan, Jianqing
1
Gerrard, Russell
1
Hou, Yanxi
1
Häfke, Christian
1
Jorgensen, Bjorn N.
1
Ke, Yuan
1
Koopman, Siem Jan
1
Li, Hengxin
1
Li, Tong
1
Liang, Chong
1
Liao, Yuan
1
Liu, Shouwei
1
Lu, Xiaohui
1
Luati, Alessandra
1
Lucas, André
1
more ...
less ...
Published in...
All
Journal of econometrics
Insurance / Mathematics & economics
188
European journal of operational research : EJOR
100
Journal of banking & finance
99
Risks : open access journal
75
Finance research letters
49
International journal of theoretical and applied finance
48
Economic modelling
46
Journal of risk
44
Quantitative finance
43
Journal of empirical finance
42
The journal of credit risk : published quarterly by Incisive Media
37
International review of financial analysis
36
International journal of forecasting
35
Discussion paper / Tinbergen Institute
34
Applied economics
30
Finance and stochastics
28
Journal of risk and financial management : JRFM
28
SFB 649 discussion paper
28
Scandinavian actuarial journal
28
The European journal of finance
27
Journal of economic dynamics & control
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Research paper series / Swiss Finance Institute
26
Computational economics
25
The journal of risk model validation
24
Mathematics and financial economics
22
SpringerLink / Bücher
22
Astin bulletin : the journal of the International Actuarial Association
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Operations research letters
21
Operations research
20
Journal of forecasting
19
Mathematics of operations research
19
The journal of operational risk
19
Energy economics
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Finance and economics discussion series
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The North American journal of economics and finance : a journal of financial economics studies
17
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Through the looking glass : indirect inference via simple equilibria
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 343-358
Persistent link: https://www.econbiz.de/10011348430
Saved in:
4
Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10009706202
Saved in:
5
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
6
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
Saved in:
7
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
8
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Saved in:
9
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:
10
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->