//--> //--> //-->
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 journal of fixed income"
~isPartOf:"CORE discussion paper : DP"
~subject:"ARCH model"
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:"Conditional value at risk"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Risikomaß
21
Risk measure
21
Theorie
10
Theory
10
ARCH-Modell
9
USA
9
United States
9
Portfolio selection
6
Portfolio-Management
6
Welt
4
World
4
Anleihe
3
Bond
3
Credit risk
3
Kreditrisiko
3
Multivariate Verteilung
3
Multivariate distribution
3
Aktienindex
2
Börsenkurs
2
Capital income
2
Commodity market
2
Derivat
2
Derivative
2
Estimation
2
Information value
2
Informationswert
2
Kapitaleinkommen
2
Option pricing theory
2
Optionspreistheorie
2
Public bond
2
Risikomanagement
2
Risk management
2
Rohstoffmarkt
2
Schätzung
2
Securities trading
2
Share price
2
Stock index
2
Volatility
2
Volatilität
2
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
9
Author
All
Giot, Pierre
5
Laurent, Sébastien
2
Cakici, Nusret
1
D'Vari, Ron
1
Foster, Kevin R.
1
Heinen, Andréas
1
Rengifo, Erick W.
1
Rombouts, Jeroen V. K.
1
Sosa, Juan C.
1
Valdesogo, Alfonso
1
more ...
less ...
Published in...
All
The journal of fixed income
CORE discussion paper : DP
Energy economics
28
Journal of empirical finance
26
The North American journal of economics and finance : a journal of financial economics studies
25
Journal of banking & finance
23
Finance research letters
22
International journal of forecasting
22
Journal of risk
22
Economic modelling
21
Applied economics
20
Journal of risk and financial management : JRFM
16
International review of financial analysis
15
The journal of risk model validation
15
Working papers
15
Journal of forecasting
14
International review of economics & finance : IREF
11
Journal of econometrics
11
Research in international business and finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Journal of international financial markets, institutions & money
9
Discussion paper / Tinbergen Institute
8
Econometric Institute research papers
8
Journal of financial econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Risks : open access journal
8
The European journal of finance
8
Applied economics letters
7
Computational economics
7
Insurance / Mathematics & economics
7
International journal of economics and financial issues : IJEFI
7
Journal of mathematical finance
7
Pacific-Basin finance journal
7
Quantitative finance
7
Research paper series / Swiss Finance Institute
7
Risk management : a journal of risk, crisis and disaster
7
CFS working paper series
6
Review of quantitative finance and accounting
6
Annals of financial economics
5
Swiss Finance Institute Research Paper
5
CORE discussion papers : DP
4
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Asymmetric CAPM dependence for large dimensions : the canonical vine autoregressive model
Heinen, Andréas
;
Valdesogo, Alfonso
-
2009
Persistent link: https://www.econbiz.de/10003965998
Saved in:
2
Dynamic optimal portfolio selection in a VaR framework
Rengifo, Erick W.
;
Rombouts, Jeroen V. K.
-
2004
Persistent link: https://www.econbiz.de/10002347876
Saved in:
3
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
4
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
-
2003
Persistent link: https://www.econbiz.de/10001791292
Saved in:
5
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
6
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
7
Intraday value-at-risk
Giot, Pierre
-
2000
Persistent link: https://www.econbiz.de/10001529425
Saved in:
8
Value at risk for interest rate-dependent securities
Cakici, Nusret
;
Foster, Kevin R.
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 81-95
Persistent link: https://www.econbiz.de/10001774645
Saved in:
9
Value at risk estimates for Brady bond portfolios
D'Vari, Ron
;
Sosa, Juan C.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001549788
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->