//--> //--> //--> //-->
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
Dependency modeling and value-...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
622,186
Theory
607,100
Schätzung
130,360
Estimation
124,202
USA
63,868
United States
60,943
Europa
60,174
Welt
44,655
Portfolio-Management
43,692
World
43,407
Deutschland
43,391
Portfolio selection
43,344
Prognoseverfahren
40,861
Forecasting model
39,868
Germany
38,098
Finanzmarkt
37,941
Financial market
37,658
Europe
36,004
Geldpolitik
31,343
EU-Staaten
30,596
EU countries
29,801
Monetary policy
29,488
Wirtschaftswachstum
23,882
Risiko
22,881
Economic growth
22,745
Risk
22,555
Börsenkurs
22,550
Share price
22,052
Kapitaleinkommen
21,064
Capital income
20,995
Volatilität
20,907
Volatility
20,434
Zeitreihenanalyse
19,129
Time series analysis
18,557
Mathematische Optimierung
17,276
Mathematical programming
17,167
Schätztheorie
16,906
Estimation theory
16,480
Wirkungsanalyse
14,472
Finanzkrise
14,426
more ...
less ...
Online availability
All
Free
261,903
Undetermined
117,969
Type of publication
All
Book / Working Paper
472,943
Article
409,038
Journal
3,091
Other
155
Database
8
Type of publication (narrower categories)
All
Article in journal
324,512
Aufsatz in Zeitschrift
324,512
Working Paper
175,660
Graue Literatur
173,816
Non-commercial literature
173,816
Arbeitspapier
157,238
Aufsatz im Buch
60,354
Book section
60,354
Hochschulschrift
35,138
Thesis
29,191
Collection of articles of several authors
18,842
Sammelwerk
18,842
Bibliografie enthalten
11,886
Bibliography included
11,886
Lehrbuch
10,399
Aufsatzsammlung
10,130
Textbook
9,394
Konferenzschrift
9,173
Conference proceedings
5,328
Collection of articles written by one author
4,739
Sammlung
4,739
Systematic review
2,927
Übersichtsarbeit
2,927
Amtsdruckschrift
2,835
Government document
2,835
Conference paper
2,691
Konferenzbeitrag
2,691
Rezension
2,502
Glossar enthalten
1,858
Glossary included
1,858
Case study
1,853
Fallstudie
1,853
Dissertation u.a. Prüfungsschriften
1,661
Festschrift
1,462
Mehrbändiges Werk
1,357
Multi-volume publication
1,357
Handbook
1,343
Handbuch
1,343
Reprint
1,286
Article
1,215
more ...
less ...
Language
All
English
750,591
German
83,680
Undetermined
24,325
French
10,695
Spanish
5,219
Italian
4,757
Polish
2,356
Russian
2,135
Portuguese
1,169
Dutch
973
Hungarian
448
Swedish
336
Danish
314
Czech
299
Croatian
230
Norwegian
222
Finnish
153
Bulgarian
121
Romanian
114
Ukrainian
111
Slovak
109
Serbian
88
Slovenian
68
Turkish
41
Chinese
35
Lithuanian
22
Macedonian
18
Japanese
17
Multiple languages
17
Estonian
12
Arabic
11
Valencian
11
Latin
11
Afrikaans
10
Modern Greek (1453-)
10
Albanian
9
Galician
7
Indonesian
6
Korean
6
Azerbaijani
4
more ...
less ...
Author
All
Nijkamp, Peter
711
Caporale, Guglielmo Maria
609
Acemoglu, Daron
590
Pesaran, M. Hashem
578
McAleer, Michael
567
Gupta, Rangan
552
Güth, Werner
520
Snower, Dennis J.
517
Heckman, James J.
504
Stiglitz, Joseph E.
501
Aizenman, Joshua
478
Fabozzi, Frank J.
471
Pestieau, Pierre
470
Gersbach, Hans
442
Franses, Philip Hans
438
Creedy, John
422
Belke, Ansgar
413
Koskela, Erkki
410
Frey, Bruno S.
408
Stark, Oded
408
Phillips, Peter C. B.
402
Wagner, Joachim
401
Zenou, Yves
381
Härdle, Wolfgang
377
Diebold, Francis X.
372
Gil-Alaña, Luis A.
365
Helpman, Elhanan
363
Schneider, Friedrich
353
Glaeser, Edward L.
350
Broll, Udo
347
Cremer, Helmuth
341
Svensson, Lars E. O.
340
Aghion, Philippe
337
Konrad, Kai A.
334
Artus, Patrick
330
Shleifer, Andrei
330
Koopman, Siem Jan
328
Woodford, Michael
327
Pierdzioch, Christian
323
Kaplow, Louis
321
more ...
less ...
Institution
All
National Bureau of Economic Research
9,842
OECD
581
Edward Elgar Publishing
536
Forschungsinstitut zur Zukunft der Arbeit
484
International Monetary Fund (IMF)
459
Springer Fachmedien Wiesbaden
393
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
336
Ekonomiska forskningsinstitutet <Stockholm>
321
Center for Economic Research <Tilburg>
296
International Monetary Fund
271
Vereinte Nationen / Wirtschaftskommission für Europa
270
World Bank
269
European University Institute / Department of Economics
262
Europarat
259
Institut für Weltwirtschaft
248
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
237
IGI Global
223
European Conference of Ministers of Transport
184
Centre for Economic Policy Research
183
Internationaler Währungsfonds / Research Department
151
Internationaler Währungsfonds
147
Zentrum für Europäische Wirtschaftsforschung
135
Foerder Institute for Economic Research <Tēl-Āvîv>
130
Umeå universitet
128
Organisation for Economic Co-operation and Development
125
Universitat Pompeu Fabra / Departament d'Economia i Empresa
122
Europäische Kommission
119
HAL
113
University of Exeter / Department of Economics
110
Federal Reserve Bank of St. Louis
107
Social Systems Research Institute
106
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
106
Weltbank
104
Springer-Verlag GmbH
100
Robert Schuman Centre for Advanced Studies
95
European University Institute / Department of Law
93
Australian National University / Faculty of Economics and Commerce
92
Federal Reserve System / Board of Governors
91
Massachusetts Institute of Technology / Department of Economics
91
William Davidson Institute <Ann Arbor, Mich.>
91
more ...
less ...
Published in...
All
NBER working paper series
9,566
Working paper / National Bureau of Economic Research, Inc.
9,309
NBER Working Paper
8,640
Discussion paper / Centre for Economic Policy Research
6,041
Economics letters
6,020
European journal of operational research : EJOR
5,277
Discussion paper series / IZA
5,180
CESifo working papers
4,982
Working paper
3,829
Applied economics
3,417
Journal of economic theory
2,939
Discussion paper / Tinbergen Institute
2,855
IZA Discussion Paper
2,806
The American economic review
2,736
IZA Discussion Papers
2,718
Journal of economic dynamics & control
2,667
Economic modelling
2,623
CESifo Working Paper
2,591
Discussion paper
2,591
SpringerLink / Bücher
2,513
Journal of economic behavior & organization : JEBO
2,474
Europäische Hochschulschriften / 5
2,446
Applied economics letters
2,394
Computers & operations research : and their applications to problems of world concern ; an international journal
2,374
Journal of banking & finance
2,316
European economic review : EER
2,206
Journal of econometrics
2,163
CESifo Working Paper Series
2,082
International journal of production research
2,054
The economic journal : the journal of the Royal Economic Society
2,004
Journal of public economics
1,912
Games and economic behavior
1,878
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,838
Discussion paper / Center for Economic Research, Tilburg University
1,830
IMF working papers
1,784
Discussion papers / CEPR
1,783
Energy economics
1,778
Management science : journal of the Institute for Operations Research and the Management Sciences
1,775
International journal of forecasting
1,772
Journal of monetary economics
1,588
more ...
less ...
Source
All
ECONIS (ZBW)
846,154
EconStor
20,300
USB Cologne (EcoSocSci)
11,200
RePEc
5,868
USB Cologne (business full texts)
505
OLC EcoSci
473
BASE
429
ArchiDok
286
Other ZBW resources
20
more ...
less ...
Showing
71
-
80
of
885,235
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
Saved in:
72
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
73
Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics
Bartels, Mariana
;
Ziegelmann, Flávio A.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 66-79
Persistent link: https://www.econbiz.de/10011597172
Saved in:
74
Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under...
Claußen, Arndt
-
2015
Persistent link: https://www.econbiz.de/10011411507
Saved in:
75
Die Auswirkung von Schätz- und Datenunsicherheiten auf die Risikokennzahlen im Kreditrisiko
Fink, Stefan Konrad
-
2011
Persistent link: https://www.econbiz.de/10009487509
Saved in:
76
Managing currency risk for emerging markets hedge funds
Seifert, Stephanie
-
2006
Persistent link: https://www.econbiz.de/10003323205
Saved in:
77
Estimation
of risk measures in energy portfolios using modern copula techniques
Jäschke, Stefan
-
2012
Persistent link: https://www.econbiz.de/10009632860
Saved in:
78
Estimation
risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
79
Value at risk : the new benchmark for managing financial risk
Jorion, Philippe
-
2007
-
3. ed.
Persistent link: https://www.econbiz.de/10003323103
Saved in:
80
Accuracy in risk
estimation
based on simple SMA and EWNA models : evidence from Macedonain Stock Market
Angelovska, Julijana
;
Ivanovski, Zoran
- In:
UTMS journal of economics / University of Tourism and …
9
(
2018
)
1
,
pp. 17-27
Risk
estimation
or volatility
estimation
at financial markets, particularly stock exchange markets, is complex issue of …
Persistent link: https://www.econbiz.de/10011901688
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->