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
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
Financial crises and evaporati...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
119
Theory
119
Financial crisis
71
Finanzkrise
71
EU countries
53
EU-Staaten
53
Bayes-Statistik
51
Bayesian inference
50
Liquidity
50
Portfolio-Management
48
Portfolio selection
47
Euro area
46
Eurozone
46
Schätzung
42
Estimation
40
Welt
40
Markov chain
39
Markov-Kette
39
World
39
Liquidität
37
Coronavirus
35
Zeitreihenanalyse
35
Systemic risk
33
Time series analysis
33
Hedge fund
32
Hedgefonds
32
Modellierung
31
Risk management
30
Credit risk
29
Financial market
29
Finanzmarkt
29
Kreditrisiko
29
Risiko
29
Risikomanagement
29
Risk
29
Scientific modelling
29
Systemrisiko
29
USA
28
Business cycle
27
Stock market
27
more ...
less ...
Online availability
All
Free
482
Undetermined
89
Type of publication
All
Book / Working Paper
539
Article
176
Type of publication (narrower categories)
All
Working Paper
243
Graue Literatur
185
Non-commercial literature
185
Arbeitspapier
169
Article in journal
80
Aufsatz in Zeitschrift
80
Aufsatz im Buch
22
Book section
22
Research Report
9
Amtsdruckschrift
4
Government document
4
Aufsatzsammlung
2
Amtliche Publikation
1
Article
1
Collection of articles of several authors
1
Conference Paper
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
531
Undetermined
178
Italian
4
German
2
Author
All
Pelizzon, Loriana
408
Billio, Monica
335
Casarin, Roberto
129
Getmansky, Mila
89
Ravazzolo, Francesco
73
Subrahmanyam, Marti G.
58
Caporin, Massimiliano
55
Costola, Michele
47
Lo, Andrew W.
42
Guegan, Dominique
38
Dijk, Herman K. van
33
Krahnen, Jan Pieter
30
Bellia, Mario
28
Getmansky Sherman, Mila
28
Yuferova, Darya
26
Sartore, Domenico
25
Addo, Peter Martey
23
Carletti, Elena
23
Riedel, Max
22
Calès, Ludovic
21
Uno, Jun
21
Schneider, Michael
18
Weber, Guglielmo
18
Latino, Carmelo
16
Girardi, Giulio
14
Guégan, Dominique
13
Tookes, Heather
13
Boot, Arnoud W. A.
12
Ferrara, Laurent
12
Kotz, Hans-Helmut
12
Panzica, Roberto Calogero
12
van Dijk, H. K.
12
van Dijk, Herman K.
12
Ahelegbey, Daniel Felix
11
Choi, Darwin
11
Jagannathan, Ravi
11
Kubitza, Christian
11
Oliviero, Tommaso
11
Pagano, Marco
11
Schaumburg, Ernst
11
more ...
less ...
Institution
All
Dipartimento di Economia, Università Ca' Foscari Venezia
33
HAL
22
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
13
National Bureau of Economic Research
7
Tinbergen Instituut
6
National Bureau of Economic Research (NBER)
5
Dipartimento di Economia e Management, Università degli Studi di Brescia
4
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
4
Norges Bank
4
C.E.P.R. Discussion Papers
3
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
3
CESifo
2
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen
2
Europäisches Parlament / Generaldirektion Interne Politikbereiche der Union / Economic Governance Support Unit
2
School of Management, Yale University
2
Tinbergen Institute
2
Institute of Finance and Accounting <London>
1
Sloan School of Management
1
Sloan School of Management, Massachusetts Institute of Technology (MIT)
1
more ...
less ...
Published in...
All
SAFE working paper
67
SAFE Working Paper
59
Working papers
52
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
33
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
27
Documents de travail du Centre d'Economie de la Sorbonne
13
Post-Print / HAL
11
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
11
Journal of financial economics
10
Tinbergen Institute Discussion Paper
10
SAFE White Paper
9
SAFE white paper
9
Discussion paper / Tinbergen Institute
8
Journal of banking & finance
8
SAFE Policy Letter
8
SAFE policy letter series
8
Tinbergen Institute Discussion Papers
8
Journal of econometrics
7
NBER Working Paper
7
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
NBER Working Papers
5
"Marco Fanno" Working Papers
4
CESifo Working Paper
4
Deutsche Bundesbank Discussion Paper
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working Paper
4
Working Paper / Norges Bank
4
Working Papers / Dipartimento di Economia e Management, Università degli Studi di Brescia
4
Working paper / National Bureau of Economic Research, Inc
4
Working paper / Norges Bank
4
CAMP working paper series
3
CEPR Discussion Papers
3
CESifo Working Paper Series
3
CESifo working papers
3
Computational Statistics & Data Analysis
3
Discussion paper
3
Discussion paper / Centre for Economic Policy Research
3
ECB Working Paper
3
Financial analysts' journal : FAJ
3
more ...
less ...
Source
All
ECONIS (ZBW)
443
RePEc
151
EconStor
85
OLC EcoSci
32
Other ZBW resources
2
BASE
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
1
-
10
of
715
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-parametric analysis of hedge fund returns : new insights from high frequency data
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The journal of alternative investments
12
(
2009/10
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10003881613
Saved in:
2
Dynamic risk exposure in hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2007
Persistent link: https://www.econbiz.de/10003912061
Saved in:
3
Crises and hedge fund risk
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912698
Saved in:
4
Non-parametric analysis of hedge fund returns : new insight from high frequency data
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912704
Saved in:
5
Measuring systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
-
2010
-
This draft: March 10, 2010
Persistent link: https://www.econbiz.de/10003947721
Saved in:
6
Econometric measures of systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
-
2010
Persistent link: https://www.econbiz.de/10003995037
Saved in:
7
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-559
Persistent link: https://www.econbiz.de/10009622463
Saved in:
8
Calculating VaR for hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The VaR implementation handbook
,
(pp. 3-24)
.
2009
Persistent link: https://www.econbiz.de/10003826894
Saved in:
9
Phase-locking and switching volatility in hedge funds
Billio, Monica
(
contributor
);
Getmansky, Mila
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397556
Saved in:
10
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
-
2011
Persistent link: https://www.econbiz.de/10011628770
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...
