//--> //--> //--> //-->
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:"The VaR implementation handbook"
~isPartOf:"International journal of forecasting"
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:"Expected tail loss"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
73
Risk measure
73
Forecasting model
45
Prognoseverfahren
45
Theorie
43
Theory
43
Statistical distribution
25
Statistische Verteilung
25
ARCH model
22
ARCH-Modell
22
Portfolio selection
18
Portfolio-Management
18
Volatility
18
Volatilität
18
Estimation
15
Risk management
15
Schätzung
15
Risikomanagement
14
Capital income
12
Kapitaleinkommen
12
Expected shortfall
10
Outliers
8
Risk
8
Time series analysis
8
Value at risk
8
Zeitreihenanalyse
8
Ausreißer
7
Value-at-Risk
7
Bayes-Statistik
6
Bayesian inference
6
Extreme value theory
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Risiko
6
VAR model
6
VAR-Modell
6
Backtesting
5
Estimation theory
5
Forecasting
5
Markov chain
5
more ...
less ...
Online availability
All
Undetermined
37
Free
1
Type of publication
All
Article
73
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Aufsatz im Buch
18
Book section
18
Language
All
English
73
Author
All
Fuertes, Ana María
3
Gerlach, Richard
3
Taleb, Nassim Nicholas
3
Herrera, Rodrigo
2
Hommel, Ulrich
2
Kalotychou, Elena
2
Lucas, André
2
Polanski, Arnold
2
Stoja, Evarist
2
Taylor, James W.
2
Wang, Chao
2
Abeywardana, Sachin
1
Adams, Patrick A.
1
Adams, Zeno
1
Adrian, Tobias
1
Allen, David E.
1
Ardia, David
1
Assimakopoulos, V.
1
Bams, Dennis
1
Bar-Yam, Yaneer
1
Baronyan, Sayad
1
Bianchi, Michele Leonardo
1
Billio, Monica
1
Bi̇rbi̇l, Ş. İlker
1
Blanchard, Gildas
1
Blanco, Carlos
1
Bluteau, Keven
1
Boffelli, Simona
1
Boudt, Kris
1
Boyarchenko, Nina
1
Breitenfellner, Bastian
1
Cardós, Manuel
1
Catania, Leopoldo
1
Chen, Cathy W. S.
1
Chen, Qian
1
Chen, Zhi
1
Cirillo, Pasquale
1
Clements, Adam
1
De Luca, Giovanni
1
Dijk, Herman K. van
1
more ...
less ...
Published in...
All
The VaR implementation handbook
International journal of forecasting
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Working papers
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Working paper
28
more ...
less ...
Source
All
ECONIS (ZBW)
73
Showing
41
-
50
of
73
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Forecasting systemic impact in financial networks
Hautsch, Nikolaus
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
Saved in:
42
On downside risk predictability through liquidity and trading activity : a dynamic quantile approach
Rubia, Antonio
;
Sanchis-Marco, Lidia
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10009706161
Saved in:
43
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
Fuertes, Ana María
;
Olmo, Jose
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 28-42
Persistent link: https://www.econbiz.de/10009706180
Saved in:
44
Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage
Gefang, Deborah
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10010243650
Saved in:
45
The two-sided Weibull distribution and forecasting financial tail risk
Chen, Qian
;
Gerlach, Richard H.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 541-547
Persistent link: https://www.econbiz.de/10010212495
Saved in:
46
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
Saved in:
47
Ranking the predictive performances of Value-at-Risk estimation methods
Şener, Emrah
;
Baronyan, Sayad
;
Mengütürk, Levent Ali
- In:
International journal of forecasting
28
(
2012
)
4
,
pp. 849-873
Persistent link: https://www.econbiz.de/10009658302
Saved in:
48
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
49
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart
;
Dijk, Herman K. van
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
Saved in:
50
Calculating VaR for hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The VaR implementation handbook
,
(pp. 3-24)
.
2009
Persistent link: https://www.econbiz.de/10003826894
Saved in:
First
Prev
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->