//--> //--> //--> //-->
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 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
Bias of a Value-at-Risk Estima...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
42
Risk measure
42
Forecasting model
37
Prognoseverfahren
37
Theorie
22
Theory
22
ARCH model
14
ARCH-Modell
14
Portfolio selection
11
Portfolio-Management
11
Volatility
11
Volatilität
11
Statistical distribution
10
Statistische Verteilung
10
Capital income
8
Kapitaleinkommen
8
expected shortfall
8
Bias
7
Systematischer Fehler
7
value at risk
7
Estimation
6
Risiko
6
Risk
6
Schätzung
6
Bayes-Statistik
5
Bayesian inference
5
Estimation theory
5
Forecast
5
Measurement
5
Messung
5
Prognose
5
Schätztheorie
5
Time series analysis
5
Zeitreihenanalyse
5
Basel Accord
4
Basler Akkord
4
value-at-risk
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Heteroscedasticity
3
more ...
less ...
Online availability
All
Undetermined
16
Free
6
Type of publication
All
Article
48
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Language
All
English
48
Author
All
McAleer, Michael
4
Chen, Cathy W. S.
3
Gerlach, Richard
3
Lin, Edward M. H.
3
Da Veiga, Bernardo
2
Polanski, Arnold
2
Pérez Amaral, Teodosio
2
Stoja, Evarist
2
Taylor, James W.
2
Wang, Chao
2
Apergēs, Nikolaos
1
Arteche, Josu
1
Banulescu, Denisa
1
Bao, Yong
1
Berger, Theo
1
Changchien, Chang-cheng
1
Chen, Lu
1
Cheng, Wai-yan
1
Cheng, Yihan
1
Chong, James
1
Chumacero, Rómulo A.
1
Colletaz, Gilbert
1
Cummins, Mark
1
Danciulescu, Cristina
1
Dawoud, Issam
1
Dendramis, Yiannis
1
Esposito, Francesco P.
1
Fang, Yan
1
Fresoli, Diego
1
García-Enríquez, Javier
1
Gössling, Thalles Weber
1
Hu, Yu-pin
1
Huang, Hai
1
Huang, Tara F. J.
1
Hurlin, Christophe
1
Hwang, Youngjin
1
Iqbal, Farhat
1
Jeon, Jooyoung
1
Jiang, Cuixia
1
Jimenez-Martin, Juan-Angel
1
more ...
less ...
Published in...
All
Journal of forecasting
Insurance / Mathematics & economics
219
Journal of banking & finance
201
Finance research letters
135
European journal of operational research : EJOR
132
Discussion paper series / IZA
130
NBER working paper series
130
Journal of risk
125
NBER Working Paper
117
Risks : open access journal
116
Economics letters
108
Journal of econometrics
108
Working paper / National Bureau of Economic Research, Inc.
105
Discussion paper / Tinbergen Institute
100
International review of financial analysis
93
International journal of forecasting
90
Applied economics letters
89
CESifo working papers
88
Applied economics
86
Economic modelling
86
Energy economics
78
Working paper
78
Management science : journal of the Institute for Operations Research and the Management Sciences
76
Journal of economic behavior & organization : JEBO
75
The North American journal of economics and finance : a journal of financial economics studies
71
Journal of empirical finance
70
The journal of risk model validation
68
Journal of risk and financial management : JRFM
62
IZA Discussion Paper
60
Discussion paper / Centre for Economic Policy Research
59
Quantitative finance
58
Discussion papers / CEPR
57
International review of economics & finance : IREF
51
International journal of theoretical and applied finance
49
Discussion paper
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
The journal of operational risk
48
Journal of risk management in financial institutions
47
Research in international business and finance
46
The European journal of finance
46
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
2
Semiparametric estimation of expected shortfall and its application in finance
Fang, Yan
;
Li, Jian
;
Liu, Yinglin
;
Zhao, Yunfan
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 835-851
Persistent link: https://www.econbiz.de/10014292830
Saved in:
3
Impact of corrections for dynamic selection
bias
on forecasts of retention behavior
Li, Yang
;
Mayer, Walter James
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 571-582
Persistent link: https://www.econbiz.de/10003608143
Saved in:
4
The predictive performance evaluation of biased regression predictors with correlated errors
Dawoud, Issam
;
Kaçiranlar, Selahattin
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 364-378
Persistent link: https://www.econbiz.de/10011318323
Saved in:
5
Bias
-corrected bootstrap prediction intervals for autoregressive model : new alternatives with applications to tourism forecasting
Kim, Jae H.
;
Song, Haiyang
;
Wong, Kevin
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 655-672
Persistent link: https://www.econbiz.de/10008935428
Saved in:
6
Empirical analysis of systematic errors in Chilean GDP forecasts
Chumacero, Rómulo A.
- In:
Journal of forecasting
20
(
2001
)
1
,
pp. 37-45
Persistent link: https://www.econbiz.de/10001556215
Saved in:
7
The accuracy of IMF and OECD forecasts for G7 countries
Pons Novell, Jordi
- In:
Journal of forecasting
19
(
2000
)
1
,
pp. 53-63
Persistent link: https://www.econbiz.de/10001441479
Saved in:
8
Reference class selection in similarity-based forecasting of corporate sales growth
Theising, Etienne
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10014338812
Saved in:
9
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
10
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->