//--> //--> //-->
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
person:"Caporin, Massimiliano"
~person:"Vanduffel, Steven"
~subject:"United States"
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 shortfall"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
United States
Risikomaß
48
Risk measure
48
Theorie
32
Theory
32
Portfolio selection
18
Portfolio-Management
18
Risiko
13
Risk
13
Volatility
13
Volatilität
13
Risikomanagement
11
Risk management
11
ARCH model
10
ARCH-Modell
10
Estimation
10
Measurement
10
Messung
10
Schätzung
10
Forecasting model
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Credit risk
6
Kreditrisiko
6
Spillover effect
6
Spillover-Effekt
6
Business network
5
Unternehmensnetzwerk
5
Capital income
4
Kapitaleinkommen
4
Modellierung
4
Scientific modelling
4
Stochastic process
4
Stochastischer Prozess
4
Systemic risk
4
Systemrisiko
4
USA
4
Value-at-Risk
4
2000-2010
3
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Caporin, Massimiliano
Vanduffel, Steven
Giot, Pierre
10
McAleer, Michael
9
Fortin, Ines
6
Hammoudeh, Shawkat
6
Adams, Zeno
5
Bali, Turan G.
4
Füss, Roland
4
Hlouskova, Jaroslava
4
Mittnik, Stefan
4
Rengifo, Erick W.
4
Schindler, Felix
4
Schrimpf, Andreas
4
Trifan, Emanuela
4
Adrian, Tobias
3
Asai, Manabu
3
Guidolin, Massimo
3
Gupta, Rangan
3
Hautsch, Nikolaus
3
Laurent, Sébastien
3
Lee, Ming-chih
3
Malik, Farooq
3
Paolella, Marc S.
3
Ravazzolo, Francesco
3
Račev, Svetlozar T.
3
Salisu, Afees A.
3
Schaumburg, Julia
3
Schienle, Melanie
3
Shin, Hyun Song
3
Tortora, Andrea Donato
3
Varotto, Simone
3
Wong, Woon K.
3
Arx, Urs von
2
Barry, Peter J.
2
Basu, Susanto
2
Bauwens, Luc
2
Begley, Taylor A.
2
Berkowitz, Jeremy
2
Bürgi, Constantin
2
Chang, Chia-Lin
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Applied economics letters
1
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
Working paper
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
4
On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->