//--> //--> //-->
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
~isPartOf:"Journal of financial econometrics"
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
Search: subject:"expectiles"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
2
Measurement
2
Messung
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Theorie
2
Theory
2
expectiles
2
Ausreißer
1
CARE models
1
Financial crisis
1
Financial market
1
Financial services
1
Finanzdienstleistung
1
Finanzkrise
1
Finanzmarkt
1
Multivariate Analyse
1
Multivariate analysis
1
Outliers
1
Systemic risk
1
Systemrisiko
1
central limit theory
1
distortion risk measures
1
expected shortfall
1
extreme value theory
1
forecasting
1
location-scale model
1
systemic risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Garcia-Jorcano, Laura
1
Hoga, Yannick
1
Sanchis-Marco, Lidia
1
Published in...
All
Journal of financial econometrics
Working papers / TSE : WP
7
Quantitative finance
4
SFB 649 Discussion Paper
4
SFB 649 discussion paper
4
Insurance / Mathematics & economics
3
Cambridge Working Papers in Economics
2
IRTG 1792 Discussion Paper
2
IRTG 1792 discussion paper
2
Risks
2
Risks : open access journal
2
Annals of the Institute of Statistical Mathematics
1
Computational Statistics & Data Analysis
1
Econometric reviews
1
Economic modelling
1
European journal of operational research : EJOR
1
Insurance: Mathematics and Economics
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of Risk and Financial Management
1
Journal of banking & finance
1
Journal of risk and financial management : JRFM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Revista de economía aplicada : REA
1
Risk and decision analysis
1
Risk management decisions and value under uncertainty
1
Statistics & Probability Letters
1
TSE Working Papers
1
Temi di discussione / Banca d'Italia
1
The journal of computational finance : JFC
1
Working Papers. Serie AD
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Measuring systemic risk using multivariate quantile-located ES models
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10013542847
Saved in:
2
Limit theory for forecasts of extreme distortion risk measures and
expectiles
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10012878185
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->