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
~subject:"Systematischer Fehler"
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
Systematischer Fehler
Risikomaß
7,641
Risk measure
7,558
Bias
7,115
Theorie
5,541
Theory
5,452
Portfolio-Management
2,986
Portfolio selection
2,969
Risikomanagement
2,311
Risk
2,256
Risiko
2,251
Risk management
2,248
Schätzung
1,964
Estimation
1,922
Messung
1,450
Measurement
1,433
Prognoseverfahren
1,373
Forecasting model
1,353
Schätztheorie
1,233
Estimation theory
1,209
Statistische Verteilung
1,189
Statistical distribution
1,177
Volatilität
1,055
ARCH-Modell
1,052
ARCH model
1,047
Volatility
1,041
Kapitaleinkommen
1,033
Capital income
1,030
Experiment
920
USA
867
United States
844
Kreditrisiko
653
Credit risk
631
Welt
630
World
616
bias
600
Anlageverhalten
596
Behavioural finance
590
Bankrisiko
572
Bank risk
567
more ...
less ...
Online availability
All
Free
3,042
Undetermined
1,732
Type of publication
All
Book / Working Paper
3,452
Article
3,179
Type of publication (narrower categories)
All
Article in journal
3,023
Aufsatz in Zeitschrift
3,023
Working Paper
1,717
Graue Literatur
1,715
Non-commercial literature
1,715
Arbeitspapier
1,708
Aufsatz im Buch
125
Book section
125
Hochschulschrift
83
Thesis
58
Collection of articles written by one author
27
Sammlung
27
Conference paper
22
Konferenzbeitrag
22
Collection of articles of several authors
9
Sammelwerk
9
Aufsatzsammlung
7
Systematic review
7
Übersichtsarbeit
7
Konferenzschrift
6
Reprint
5
Bibliografie enthalten
4
Bibliography included
4
Bibliografie
2
Conference proceedings
2
Mikroform
2
Statistics
2
Statistik
2
Case study
1
Fallstudie
1
Interview
1
Literaturbericht
1
No longer published / No longer aquired
1
Rezension
1
more ...
less ...
Language
All
English
6,575
German
51
French
6
Italian
1
Polish
1
Author
All
Havránek, Tomáš
33
Brodeur, Abel
27
Havránková, Zuzana
25
Weidner, Martin
25
Phillips, Peter C. B.
23
Bun, Maurice J. G.
18
Hirsch, Barry T.
18
Neumark, David
17
Fernández-Val, Iván
16
Jochmans, Koen
16
Stanley, Tom D.
16
Bollinger, Christopher R.
15
Cook, Nikolai
15
Dewenter, Ralf
15
Doucouliagos, Chris
15
Hanousek, Jan
15
Heckman, James J.
15
Viscusi, W. Kip
15
Halac, Marina
14
Reed, W. Robert
14
Roth, Christopher
14
Schouten, Barry
14
Yared, Pierre
14
Ashenfelter, Orley
13
Frankel, Jeffrey A.
13
Heyes, Anthony
13
Haaland, Ingar
12
Hirshleifer, David
12
Levy, Matthew
12
Sauermann, Jan
12
Thomas, Tobias
12
Wolfers, Justin
12
Yu, Jun
12
Brakel, Jan A. van den
11
Han, Bing
11
Newey, Whitney K.
11
Piovesan, Marco
11
Snowberg, Erik
11
Stone, Daniel F.
11
Sul, Donggyu
11
more ...
less ...
Institution
All
National Bureau of Economic Research
125
Forschungsinstitut zur Zukunft der Arbeit
8
Springer Fachmedien Wiesbaden
4
Centre for Analytical Finance <Århus>
3
Massachusetts Institute of Technology / Department of Economics
3
Bonn Graduate School of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Center for Economic Research <Tilburg>
2
Columbia University / Department of Economics
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Trinity College Dublin / Department of Economics
2
University of British Columbia / Finance Division
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
Amsterdams Instituut voor ArbeidsStudies
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Center for Arbejdsmarkeds- og Socialanalyse <Århus>
1
Center for International Development <Cambridge, Mass.>
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Centre for Microdata Methods and Practice <London>
1
Christian-Albrechts-Universität zu Kiel
1
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
1
Conference on Econometrics and Statistics <1980, Hagen>
1
Department of Health, Education, and Welfare
1
Deutsche Forschungsgemeinschaft
1
Deutsches Institut für Wirtschaftsforschung
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Elinkeinoelämän Tutkimuslaitos
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Fachhochschulbibliothek Münster
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Friedrich-Schiller-Universität Jena
1
Harvard Institute for International Development
1
Institut für Weltwirtschaft
1
International Institute for Applied Systems Analysis
1
International Monetary Fund
1
more ...
less ...
Published in...
All
Discussion paper series / IZA
124
NBER working paper series
117
NBER Working Paper
106
Working paper / National Bureau of Economic Research, Inc.
92
Economics letters
90
CESifo working papers
68
Journal of economic behavior & organization : JEBO
67
Journal of econometrics
61
IZA Discussion Paper
59
Applied economics letters
55
Discussion paper / Centre for Economic Policy Research
51
Discussion papers / CEPR
47
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Working paper
42
Discussion paper / Tinbergen Institute
37
The review of economics and statistics
34
Discussion paper
33
Applied economics
32
Discussion paper / Central Bureau voor de Statistiek
31
The review of financial studies
31
International journal of forecasting
30
Games and economic behavior
29
CEMMAP working papers / Centre for Microdata Methods and Practice
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
American journal of agricultural economics
23
Review of quantitative finance and accounting
23
Econometric reviews
22
Journal of economic psychology : research in economic psychology and behavioral economics
22
Economic inquiry : journal of the Western Economic Association International
21
Finance research letters
21
Journal of banking & finance
21
Journal of behavioral decision making
21
Journal of public economics
21
Organizational behavior and human decision processes : a journal of fundamental research and theory in applied psychology
21
International review of financial analysis
20
CESifo Working Paper Series
19
Cowles Foundation discussion paper
19
Journal of financial economics
18
The journal of finance : the journal of the American Finance Association
18
Journal of behavioral and experimental economics
17
more ...
less ...
Source
All
ECONIS (ZBW)
6,620
EconStor
9
USB Cologne (EcoSocSci)
2
Showing
1
-
10
of
6,631
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using weighted distributions to model operational risk
Afonso, Lourdes B.
;
Real, Pedro Corte
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 469-485
Persistent link: https://www.econbiz.de/10011576788
Saved in:
2
Valuing risk reductions : testing for range biases in payment card and random card sorting methods
Bateman, Ian
(
contributor
);
Covey, Judith
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003159522
Saved in:
3
Bias
of a value-at-risk estimator
Bao, Yong
;
Ullah, Aman
- In:
Finance research letters
1
(
2004
)
4
,
pp. 241-249
Persistent link: https://www.econbiz.de/10003307425
Saved in:
4
Bias
correction for estimated distortion risk measure using the bootstrap
Kim, Joseph H. T.
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 198-205
Persistent link: https://www.econbiz.de/10008654254
Saved in:
5
Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
Saved in:
6
Estimation adjusted VaR
Gouriéroux, Christian
;
Zakoïan, Jean-Michael
-
2012
Persistent link: https://www.econbiz.de/10009748868
Saved in:
7
Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
Rassoul, Abdelaziz
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 698-703
Persistent link: https://www.econbiz.de/10010227902
Saved in:
8
Return predictability and intertemporal asset allocation : evidence from a
bias
-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
Saved in:
9
Risk capital and VaR
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 41-52
Persistent link: https://www.econbiz.de/10001497765
Saved in:
10
A benchmark for measuring
bias
in estimated daily value at risk
Moosa, Imad A.
;
Bollen, Bernard
- In:
International review of financial analysis
11
(
2002
)
1
,
pp. 85-100
Persistent link: https://www.econbiz.de/10001745213
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...
