//--> //--> //-->
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:"Diebold, Francis X."
subject:"Portfolio-Management"
~person:"Daouia, Abdelaati"
~subject:"Volatilität"
~subject:"asset markets"
~type_genre:"Arbeitspapier"
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:"Risk management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Volatilität
asset markets
Portfolio selection
9
Risikomanagement
9
Risk management
8
Ausreißer
4
Extrapolation
4
Heavy tails
4
Outliers
4
Risikomaß
4
Risk measure
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Risiko
3
Risk
3
Schätzung
3
USA
3
United States
3
Asymmetric least squares
2
Coherent risk measures
2
Estimation theory
2
Expected shortfall
2
Expectile
2
Expectiles
2
Extreme values
2
Extremes
2
Forecasting model
2
Measurement
2
Messung
2
Prognoseverfahren
2
Schätztheorie
2
Tail index
2
Asymmetric squared loss
1
Asymptotic normality
1
Betriebliche Finanzwirtschaft
1
Capital income
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
10
Graue Literatur
8
Non-commercial literature
8
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
more ...
less ...
Language
All
English
9
Author
All
Diebold, Francis X.
Daouia, Abdelaati
McAleer, Michael
8
Schuermann, Til
7
Daníelsson, Jón
5
Engle, Robert F.
5
Manganelli, Simone
5
Pelizzon, Loriana
5
Pesaran, M. Hashem
5
Billio, Monica
4
Christoffersen, Peter F.
4
Csóka, Péter
4
Farkas, Walter
4
Frattarolo, Lorenzo
4
Girard, Stéphane
4
Pérez Amaral, Teodosio
4
Andersen, Torben
3
Bagliano, Fabio C.
3
Bollerslev, Tim
3
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Filipović, Damir
3
Fugazza, Carolina
3
Gouriéroux, Christian
3
Herbertsson, Alexander
3
Herings, Peter Jean-Jacques
3
Härdle, Wolfgang
3
Nicodano, Giovanna
3
Peydró, José-Luis
3
Polo, Andrea
3
Schlögl, Erik
3
Sette, Enrico
3
Stupfler, Gilles
3
Vries, Casper G. de
3
Zaffaroni, Paolo
3
Adams, Zeno
2
Bardsley, Peter
2
Bissantz, Nicolai
2
Bodie, Zvi
2
Borges, Maria Rosa
2
more ...
less ...
Published in...
All
Working papers / TSE : WP
4
Working paper / National Bureau of Economic Research, Inc.
2
CFS working paper series
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
Working papers / Financial Institutions Center
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
2
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
3
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
4
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
5
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
6
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
7
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
8
Pitfalls and opportunities in the use of extreme value theory in risk management
Diebold, Francis X.
;
Schuermann, Til
;
Stroughair, John D.
-
1998
Persistent link: https://www.econbiz.de/10000998135
Saved in:
9
How relevant is volatility forecasting for financial risk management?
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1998
Persistent link: https://www.econbiz.de/10001350963
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->