//--> //--> //-->
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:"Christoffersen, Peter F."
~type_genre:"Working Paper"
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:"Risikomaß"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
4
Risk measure
4
Forecasting model
3
Prognoseverfahren
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Risikomanagement
2
Risk management
2
Volatility
2
Volatilität
2
Securities trading
1
Time series analysis
1
Wertpapierhandel
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
2
Book section
2
Bibliografie
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
4
Author
All
Christoffersen, Peter F.
McAleer, Michael
68
Allen, David E.
29
Pérez Amaral, Teodosio
25
Chang, Chia-Lin
20
Härdle, Wolfgang
20
Jiménez-Martín, Juan-Ángel
20
Vries, Casper G. de
18
Daníelsson, Jón
16
Huschens, Stefan
14
Powell, Robert
14
Caporin, Massimiliano
13
Giot, Pierre
12
Lucas, André
12
Stoja, Evarist
12
Fortin, Ines
11
Paolella, Marc S.
10
Schaumburg, Julia
10
Schienle, Melanie
10
Chlebus, Marcin
9
Gouriéroux, Christian
9
Hoogerheide, Lennart
9
Hyung, Namwon
9
Mittnik, Stefan
9
Albrecht, Peter
8
Bauwens, Luc
8
Chen Zhou
8
Dijk, Herman K. van
8
Hassani, Samir Saissi
8
Hautsch, Nikolaus
8
Hlouskova, Jaroslava
8
Adrian, Tobias
7
Dhaene, Jan
7
Dowd, Kevin
7
Franke, Günter
7
Hammoudeh, Shawkat
7
Scaillet, Olivier
7
Singh, Abhay Kumar
7
Yoshiba, Toshinao
7
Barone-Adesi, Giovanni
6
Billio, Monica
6
more ...
less ...
Published in...
All
CREATES research paper
1
Financial Institutions Center
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Financial Institutions Center
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.
;
Berkowitz, Jeremy
;
Pelletier, …
-
2009
Persistent link: https://www.econbiz.de/10003865687
Saved in:
2
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
3
Testing, comparing, and combining value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
-
1999
Persistent link: https://www.econbiz.de/10001427788
Saved in:
4
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->