//--> //--> //--> //-->
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
Value at risk and expected sho...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risikomanagement
35,439
Risk management
34,364
Theorie
11,428
Theory
11,276
ARCH-Modell
10,622
ARCH model
10,441
Risk
7,915
Risiko
7,856
Risikomaß
7,641
Risk measure
7,558
Volatilität
7,323
Volatility
7,238
Portfolio-Management
5,650
Portfolio selection
5,614
Schätzung
4,127
Estimation
4,056
risk management
3,736
Kreditrisiko
3,278
Welt
3,158
Credit risk
3,156
World
3,126
Kapitaleinkommen
3,046
Capital income
3,032
Deutschland
2,967
Bankrisiko
2,903
Bank risk
2,881
USA
2,818
Germany
2,761
Lieferkette
2,726
Supply chain
2,726
Prognoseverfahren
2,705
United States
2,699
Börsenkurs
2,675
Forecasting model
2,668
Share price
2,636
Bank
2,560
Aktienmarkt
2,366
Stock market
2,355
Zeitreihenanalyse
2,229
Time series analysis
2,172
more ...
less ...
Online availability
All
Free
16,376
Undetermined
14,321
Type of publication
All
Article
31,578
Book / Working Paper
23,938
Journal
105
Other
38
Type of publication (narrower categories)
All
Article in journal
23,846
Aufsatz in Zeitschrift
23,846
Graue Literatur
5,592
Non-commercial literature
5,592
Working Paper
5,183
Arbeitspapier
4,639
Aufsatz im Buch
4,354
Book section
4,354
Hochschulschrift
1,945
Thesis
1,464
Collection of articles of several authors
1,185
Sammelwerk
1,185
Aufsatzsammlung
711
research-article
641
Dissertation u.a. Prüfungsschriften
406
Case study
381
Fallstudie
381
Konferenzschrift
374
Lehrbuch
344
Textbook
296
Article
261
Conference paper
232
Konferenzbeitrag
232
Bibliografie enthalten
220
Bibliography included
220
Handbook
219
Handbuch
219
Conference proceedings
218
Collection of articles written by one author
169
Sammlung
169
Ratgeber
138
Guidebook
114
review-article
105
Amtsdruckschrift
93
Government document
93
Glossar enthalten
86
Glossary included
86
Mehrbändiges Werk
78
Multi-volume publication
78
conceptual-paper
77
more ...
less ...
Language
All
English
45,254
German
6,965
Undetermined
3,043
French
163
Spanish
75
Russian
63
Polish
55
Italian
46
Portuguese
23
Romanian
13
Dutch
11
Ukrainian
10
Czech
7
Swedish
7
Danish
6
Lithuanian
5
Finnish
4
Croatian
4
Multiple languages
4
Bulgarian
3
Hungarian
3
Norwegian
3
Chinese
3
Modern Greek (1453-)
2
Albanian
2
Serbian
2
Arabic
1
Bosnian
1
Estonian
1
Turkish
1
more ...
less ...
Author
All
McAleer, Michael
359
Chang, Chia-Lin
123
Gleißner, Werner
103
Gupta, Rangan
91
Engle, Robert F.
88
Fabozzi, Frank J.
88
Härdle, Wolfgang
79
Allen, David E.
74
Schuermann, Til
74
Broll, Udo
73
Hammoudeh, Shawkat
73
Caporin, Massimiliano
72
Dionne, Georges
72
Bauwens, Luc
67
Ma, Feng
67
Caporale, Guglielmo Maria
66
Hafner, Christian M.
65
Ivanov, Dmitry
62
Romeike, Frank
62
Teräsvirta, Timo
62
Karanasos, Menelaos
54
Gatzert, Nadine
53
Wang, Ruodu
52
Bouri, Elie
51
Diebold, Francis X.
51
Conrad, Christian
50
Račev, Svetlozar T.
50
Daníelsson, Jón
49
Lucas, André
49
Bies, Susan Schmidt
48
Herwartz, Helmut
47
Christoffersen, Peter F.
46
Bollerslev, Tim
45
Francq, Christian
45
Mittnik, Stefan
45
Paolella, Marc S.
45
Vries, Casper G. de
45
Dowd, Kevin
44
Nguyen, Duc Khuong
44
Albrecht, Peter
43
more ...
less ...
Institution
All
International Monetary Fund (IMF)
639
International Monetary Fund
488
National Bureau of Economic Research
145
Federal Reserve Board (Board of Governors of the Federal Reserve System)
135
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
100
OECD
96
International Association for the Study of Insurance Economics
88
Springer Fachmedien Wiesbaden
86
World Bank
79
World Bank Group
59
Basel Committee on Banking Supervision
58
Institut für Schweizerisches Bankwesen <Zürich>
51
HAL
37
Internationaler Währungsfonds
34
International Monetary Fund / Monetary and Capital Markets Department
32
Erich-Schmidt-Verlag
29
European Association of Agricultural Economists - EAAE
28
Inter-American Development Bank
28
Federal Reserve Bank of Chicago
23
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
EconWPA
22
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Verlag Dr. Kovač
20
Ekonomiska forskningsinstitutet <Stockholm>
18
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
18
Université Paris-Dauphine (Paris IX)
18
Agricultural and Applied Economics Association - AAEA
17
C.E.P.R. Discussion Papers
17
Federal Reserve Bank of New York
17
IGI Global
17
National Centre of Competence in Research North South <Bern>
16
Edward Elgar Publishing
15
National Crop Insurance Services (NCIS)
14
Oesterreichische Nationalbank
14
De Gruyter Oldenbourg
13
International Association of Insurance Supervisors
13
SUERF - The European Money and Finance Forum
13
Springer-Verlag GmbH
13
Weltbank
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
more ...
less ...
Published in...
All
IMF Staff Country Reports
482
Finance research letters
454
Journal of banking & finance
421
Energy economics
395
Insurance / Mathematics & economics
344
SpringerLink / Bücher
317
Risks : open access journal
315
European journal of operational research : EJOR
306
Journal of risk management in financial institutions
298
International review of financial analysis
287
Journal of risk and financial management : JRFM
268
International journal of production research
252
Applied economics
239
Economic modelling
236
Research in international business and finance
201
Journal of econometrics
197
International review of economics & finance : IREF
194
International journal of production economics
192
The North American journal of economics and finance : a journal of financial economics studies
192
Journal of empirical finance
183
Discussion paper / Tinbergen Institute
178
Journal of risk
178
IMF Working Papers
177
Risiko-Manager
177
The journal of operational risk
161
Economics letters
159
Journal of international financial markets, institutions & money
150
Springer eBook Collection
149
Working paper
148
International journal of risk assessment and management : IJRAM
144
International journal of forecasting
141
The European journal of finance
141
Applied economics letters
139
NBER working paper series
139
Applied financial economics
125
Managing business risk : a practical guide to protecting your business
123
Journal of forecasting
120
Wiley finance series
118
Die Bank
117
Quantitative finance
113
more ...
less ...
Source
All
ECONIS (ZBW)
47,651
RePEc
3,222
USB Cologne (EcoSocSci)
2,090
Other ZBW resources
1,071
EconStor
884
USB Cologne (business full texts)
414
BASE
283
OLC EcoSci
31
ArchiDok
13
more ...
less ...
Showing
1
-
10
of
55,659
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
Saved in:
2
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
3
Time-varying conditional Johnson Su density in Value-at-Risk methodology
Cayton, Peter Julian
;
Mapa, Dennis
- In:
The Philippine review of economics : a joint …
52
(
2015
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10011416114
Saved in:
4
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
5
Value at risk estimation for heavy tailed distributions
Gammoudi, Imed
;
BelKacem, Lotfi
;
El Ghourabi, Mohamed
- In:
The international journal of business and finance …
8
(
2014
)
3
,
pp. 109-125
Persistent link: https://www.econbiz.de/10010241908
Saved in:
6
Correlation surprise
Kinlaw, Will
;
Turkington, David
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
Saved in:
7
Forecasting volatility with many predictors
Ke, Tsung-han
;
Hu, Yu-pin
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
Saved in:
8
Sovereign credit ratings, market volatility, and financial gains
Afonso, António
;
Gomes, Pedro
;
Taamouti, Abderrahim
-
2014
Persistent link: https://www.econbiz.de/10011554962
Saved in:
9
A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models : evidence from the Johannesburg stock exchange
Elenjical, Timmy
;
Mwangi, Patrick
;
Panulo, Barry
; …
- In:
Risk management : a journal of risk, crisis and disaster
18
(
2016
)
2/3
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011537385
Saved in:
10
Modelling conditional heteroskedasticity in JSE stock returns using the Generalised Pareto Distribution
Sigaukea, Caston
;
Makhwiting, Rhoda M.
;
Lesaoana, Maseka
- In:
African review of economics & finance : AREF : (a …
6
(
2014
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10010422319
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...
//-->