//--> //--> //-->
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:"Journal of economic dynamics & control"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
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
Statistical distribution
Systemrisiko
Risikomaß
33
Risk measure
33
Portfolio selection
20
Portfolio-Management
20
Theorie
20
Theory
20
Value-at-Risk
9
Financial crisis
7
Finanzkrise
7
Forecasting model
7
Prognoseverfahren
7
Risiko
7
Risk
7
Estimation
6
Risikomanagement
6
Risk management
6
Schätzung
6
Conditional value-at-risk
5
Bank risk
4
Bankrisiko
4
Capital income
4
Kapitaleinkommen
4
Measurement
4
Messung
4
Method of moments
4
Momentenmethode
4
Systemic risk
4
Value at Risk
4
ARCH model
3
ARCH-Modell
3
Density Forecasting
3
Expected shortfall
3
Mathematical programming
3
Mathematische Optimierung
3
Predictive Likelihood
3
Risk Management
3
Robust statistics
3
Robustes Verfahren
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Caccioli, Fabio
1
Fricke, Daniel
1
Giacometti, Rosella
1
Halbleib, Roxana
1
Hué, Sullivan
1
Lucotte, Yannick
1
Matyska, Branka
1
Pohlmeier, Winfried
1
Ramadiah, Amanah
1
Tichý, Tomáš
1
Tokpavi, Sessi
1
Torri, Gabriele
1
Wu, Qi
1
Yan, Xing
1
more ...
less ...
Published in...
All
CFS Working Paper Series
Journal of economic dynamics & control
Insurance / Mathematics & economics
78
Journal of banking & finance
45
Risks : open access journal
30
Finance research letters
28
Discussion paper / Tinbergen Institute
27
Economic modelling
24
International journal of forecasting
24
International review of financial analysis
24
Journal of risk
20
Journal of econometrics
19
The journal of operational risk
19
Applied economics
17
SFB 649 discussion paper
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of empirical finance
15
The journal of risk model validation
15
Energy economics
13
European journal of operational research : EJOR
13
International review of economics & finance : IREF
13
Journal of financial econometrics
13
Journal of risk and financial management : JRFM
13
Pacific-Basin finance journal
13
Quantitative finance
13
Applied economics letters
12
The European journal of finance
12
Working papers
12
Computational economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Research in international business and finance
11
Scandinavian actuarial journal
11
Journal of financial stability
10
Journal of forecasting
10
Journal of international financial markets, institutions & money
10
Swiss Finance Institute Research Paper
10
Astin bulletin : the journal of the International Actuarial Association
9
Journal of risk management in financial institutions
9
Research paper series / Swiss Finance Institute
9
International journal of theoretical and applied finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Backtesting macroprudential stress tests
Ramadiah, Amanah
;
Fricke, Daniel
;
Caccioli, Fabio
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013464518
Saved in:
2
Salience, systemic risk and spectral risk measures as capital requirements
Matyska, Branka
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012666998
Saved in:
3
Network tail risk estimation in the European banking system
Torri, Gabriele
;
Giacometti, Rosella
;
Tichý, Tomáš
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012668977
Saved in:
4
Measuring network systemic risk contributions : a leave-one-out approach
Hué, Sullivan
;
Lucotte, Yannick
;
Tokpavi, Sessi
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 86-114
Persistent link: https://www.econbiz.de/10012130949
Saved in:
5
Capturing deep tail risk via sequential learning of quantile dynamics
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012314027
Saved in:
6
Improving the value at risk forecasts : theory and evidence from the financial crisis
Halbleib, Roxana
;
Pohlmeier, Winfried
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1212-1228
Persistent link: https://www.econbiz.de/10009655698
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->