//--> //--> //-->
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:"CFS Working Paper Series"
~isPartOf:"Applied economics letters"
~subject:"Bank"
~subject:"Schätzung"
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_exact:"Value at risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bank
Schätzung
Risikomaß
31
Risk measure
31
Theorie
14
Theory
14
Portfolio selection
9
Portfolio-Management
9
Risikomanagement
8
Risk management
8
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Prognoseverfahren
7
Risiko
7
Risk
7
Systemic risk
7
Systemrisiko
7
Value-at-Risk
7
Measurement
6
Messung
6
Financial crisis
5
Finanzkrise
5
Statistical distribution
5
Statistische Verteilung
5
Bank failure
4
Bankinsolvenz
4
China
4
Estimation
4
Value at Risk
4
systemic risk
4
value at risk
4
value-at-risk
4
Ausreißer
3
Börsenkurs
3
Density Forecasting
3
Europa
3
Europe
3
Financial market
3
Finanzmarkt
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Agiakloglou, Christos N.
1
Almudhaf, Fahad
1
Bloutsos, Konstantinos
1
Hsu Ku, Yuan-Hung
1
Huang, Wei-Qiang
1
Jiang, Cuixia
1
Lepetit, Lætitia
1
Liu, Peipei
1
Liu, Shuting
1
Qin, Xiao
1
Strobel, Frank
1
Tran Thu Ha
1
Wang, Jai Jen
1
Xu, Qifa
1
Zhang, Jing
1
Zhu, Xi
1
more ...
less ...
Published in...
All
CFS Working Paper Series
Applied economics letters
Journal of banking & finance
31
Journal of risk
23
The North American journal of economics and finance : a journal of financial economics studies
21
Finance research letters
20
Applied economics
19
Economic modelling
19
Energy economics
17
International review of financial analysis
17
International journal of forecasting
16
Journal of econometrics
15
Journal of empirical finance
15
Research in international business and finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Risks : open access journal
13
The journal of risk model validation
13
Discussion paper / Tinbergen Institute
11
Insurance / Mathematics & economics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Pacific-Basin finance journal
11
Working papers
11
CFS working paper series
10
International review of economics & finance : IREF
10
Journal of risk and financial management : JRFM
10
Quantitative finance
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Working paper
9
Econometric Institute research papers
8
Journal of financial econometrics
8
Journal of international financial markets, institutions & money
8
SFB 649 discussion paper
8
SpringerLink / Bücher
8
Economics letters
7
Journal of economic dynamics & control
7
Journal of forecasting
7
Computational economics
6
Journal of mathematical finance
6
Staff working papers / Bank of England
6
Discussion paper / Deutsche Bundesbank
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
2
An alternative Z-score measure for downside bank insolvency risk
Lepetit, Lætitia
;
Strobel, Frank
;
Tran Thu Ha
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 137-142
Persistent link: https://www.econbiz.de/10012415101
Saved in:
3
Systemic risk of China's commercial banks during financial turmoils in 2010-2020 : a MIDAS-QR based CoVaR approach
Liu, Shuting
;
Xu, Qifa
;
Jiang, Cuixia
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1600-1609
Persistent link: https://www.econbiz.de/10012626719
Saved in:
4
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
5
Too non-traditional to fail? : determinants of systemic risk for BRICs banks
Qin, Xiao
;
Zhu, Xi
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 261-264
Persistent link: https://www.econbiz.de/10010413856
Saved in:
6
Comparing estimates of risk between markets and telecommunications institutions in Europe
Agiakloglou, Christos N.
;
Bloutsos, Konstantinos
- In:
Applied economics letters
18
(
2011
)
4/6
,
pp. 575-579
Persistent link: https://www.econbiz.de/10009233519
Saved in:
7
Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->