//--> //--> //-->
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:"Manganelli, Simone"
subject:"Risk"
~subject:"Theory"
~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:"Risk management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk
Theory
United States
Risikomanagement
15
Risk management
15
Theorie
7
Portfolio selection
6
Portfolio-Management
6
Risikomaß
5
Risk measure
5
USA
5
Central bank
4
Inflation
4
Zentralbank
4
Bank risk
3
Bankrisiko
3
Capital income
3
Estimation
3
Financial supervision
3
Finanzmarktaufsicht
3
Kapitaleinkommen
3
Measurement
3
Messung
3
Regression analysis
3
Regressionsanalyse
3
Risiko
3
Schätzung
3
risk management
3
1987-2005
2
Alan Greenspan
2
Bankenaufsicht
2
Banking supervision
2
Dynamic Correlations
2
Economic growth
2
Financial crisis
2
Finanzkrise
2
Forecasting model
2
GARCH
2
Geldpolitik
2
Geldpolitisches Ziel
2
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
6
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
9
Author
All
Manganelli, Simone
Broll, Udo
44
Dionne, Georges
31
Schuermann, Til
30
Wang, Ruodu
24
Fabozzi, Frank J.
22
Gatzert, Nadine
21
Stoja, Evarist
21
Embrechts, Paul
19
Daníelsson, Jón
18
Pelizzon, Loriana
17
Saunders, Anthony
17
Wang, Neng
17
Gleißner, Werner
16
Diebold, Francis X.
15
Härdle, Wolfgang
15
Rochet, Jean-Charles
15
Rudolph, Bernd
15
Tan, Ken Seng
15
Boonen, Tim J.
14
Eller, Roland
14
Kunreuther, Howard
14
Sherris, Michael
14
Wiedemann, Arnd
14
Lo, Andrew W.
13
Mao, Tiantian
13
McAleer, Michael
13
Polanski, Arnold
13
Vries, Casper G. de
13
Wahl, Jack E.
13
Yang, Jinqiang
13
Aven, Terje
12
Bhansali, Vineer
12
Bodie, Zvi
12
Bolton, Patrick
12
Christoffersen, Peter F.
12
Csóka, Péter
12
Engle, Robert F.
12
Ratnovski, Lev
12
Schierenbeck, Henner
12
Shevchenko, Pavel V.
12
more ...
less ...
Published in...
All
Working paper series / European Central Bank ; Eurosystem
2
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of money, credit and banking : JMCB
1
Risk measures for the 21st century
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sensitivity analysis of volatility : a new tool for risk management
Manganelli, Simone
-
2002
Persistent link: https://www.econbiz.de/10013434521
Saved in:
2
Value at risk models in finance
Manganelli, Simone
;
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001626397
Saved in:
3
Value at risk models in finance
Manganelli, Simone
-
2001
Persistent link: https://www.econbiz.de/10013434378
Saved in:
4
The central banker as a risk manager : estimating the federal reserve's preferences under Greenspan
Kilian, Lutz
;
Manganelli, Simone
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
6
,
pp. 1103-1129
Persistent link: https://www.econbiz.de/10003745901
Saved in:
5
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
6
The central banker as a risk manager : estimating the federal reserve's preferences under greenspan
Kilian, Lutz
;
Manganelli, Simone
-
2007
Persistent link: https://www.econbiz.de/10003413774
Saved in:
7
A comparison of value-at-risk models in finance
Manganelli, Simone
;
Engle, Robert F.
- In:
Risk measures for the 21st century
,
(pp. 123-144)
.
2004
Persistent link: https://www.econbiz.de/10002081530
Saved in:
8
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
9
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->