//--> //--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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
Risk Measure Inference
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
26
Theory
26
Forecasting model
15
Prognoseverfahren
15
Time series analysis
15
Zeitreihenanalyse
15
Estimation
13
Schätzung
13
Panel
12
Panel study
12
Bootstrap approach
10
Bootstrap-Verfahren
10
Estimation theory
10
Schätztheorie
10
Risikomaß
9
Risk measure
9
Statistical test
9
Statistischer Test
9
Risikomanagement
8
Risk management
8
Volatility
8
Volatilität
8
Einheitswurzeltest
7
Unit root test
7
Portfolio selection
6
Portfolio-Management
6
Bank risk
5
Bankrisiko
5
Cointegration
5
Kointegration
5
OECD countries
5
OECD-Staaten
5
Regression analysis
5
Regressionsanalyse
5
Welt
5
World
5
Analysis of variance
4
Causality analysis
4
Financial crisis
4
Finanzkrise
4
more ...
less ...
Online availability
All
Undetermined
23
Free
3
Type of publication
All
Article
66
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
66
Working Paper
52
Graue Literatur
48
Non-commercial literature
48
Arbeitspapier
47
Aufsatz im Buch
3
Book section
3
Festschrift
2
Case study
1
Fallstudie
1
Konferenzschrift
1
Monografische Reihe
1
Rezension
1
more ...
less ...
Language
All
English
55
French
11
Author
All
Hurlin, Christophe
43
Smeekes, Stephan
14
Quaedvlieg, Rogier
10
Candelon, Bertrand
7
Pérignon, Christophe
7
Tokpavi, Sessi
6
Bollerslev, Tim
5
Dumitrescu, Elena-Ivona
5
Patton, Andrew J.
5
Colletaz, Gilbert
4
Urbain, Jean-Pierre
4
Benoit, Sylvain
3
Laurent, Sébastien
3
Banulescu-Radu, Denisa
2
Fouquau, Julien
2
Gaulier, Guillaume
2
Hecq, Alain W. J.
2
Kouontchou, Patrick
2
Leymarie, Jérémy
2
Maillet, Bertrand
2
Mignon, Valérie
2
Palm, Franz C.
2
Portier, Franck
2
Taylor, Robert
2
Wijler, Etienne
2
Banulescu, Denisa
1
Beutner, Eric
1
Boudt, Kris
1
Breton, Régis
1
Cavaliere, Giuseppe
1
Clement, David
1
Colliard, Jean-Edouard
1
Destais, Ghislaine
1
Dumitrescu, Elena
1
Friedrich, Marina
1
Galanti, Sébastien
1
Gnanaguru, R.
1
Götz, Thomas B.
1
Hamide, Benjamin
1
Harris, Jeffrey H.
1
more ...
less ...
Published in...
All
Journal of econometrics
9
Econometric reviews
4
Economie & prévision : EP
4
Economic modelling
3
European journal of operational research : EJOR
3
Finance : revue de l'Association Française de Finance
3
Revue économique : revue bimestrielle
3
Annales d'économie et de statistique
2
Applied economics letters
2
Econometric theory
2
International journal of forecasting
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Review of finance : journal of the European Finance Association
2
Annals of economics and statistics
1
Applied economics
1
Brussels economic review
1
Economic systems
1
IMF economic review
1
International journal of services and operations management
1
Journal of economics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial intermediation
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
1
Revue d'économie politique
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk measure inference
Hurlin, Christophe
;
Laurent, Sébastien
;
Quaedvlieg, Rogier
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 499-512
Persistent link: https://www.econbiz.de/10011893687
Saved in:
2
Multi-horizon forecast comparison
Quaedvlieg, Rogier
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10012424497
Saved in:
3
Detrending bootstrap unit root tests
Smeekes, Stephan
- In:
Econometric reviews
32
(
2013
)
8
,
pp. 869-891
Persistent link: https://www.econbiz.de/10009758613
Saved in:
4
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
5
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
6
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
Boudt, Kris
;
Laurent, Sébastien
;
Lunde, Asger
; …
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 347-367
Persistent link: https://www.econbiz.de/10011818308
Saved in:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
9
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
10
Conditional superior predictive ability
Li, Jia
;
Liao, Zhipeng
;
Quaedvlieg, Rogier
- In:
The review of economic studies : RES
89
(
2022
)
2
,
pp. 843-875
Persistent link: https://www.econbiz.de/10013188887
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->