//--> //--> //-->
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
subject:"Risikomanagement"
~isPartOf:"International journal of forecasting"
~subject:"Electric power industry"
~subject:"Statistische Verteilung"
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:"Extremwerttheorie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomanagement
Electric power industry
Statistische Verteilung
Ausreißer
7
Forecasting model
7
Outliers
7
Prognoseverfahren
7
Risikomaß
7
Risk measure
7
Theorie
7
Theory
7
Extreme value theory
6
ARCH model
5
ARCH-Modell
5
Portfolio selection
3
Portfolio-Management
3
Statistical distribution
3
Capital income
2
Estimation
2
Forecasting
2
Kapitaleinkommen
2
Risk
2
Risk management
2
Schätzung
2
Volatility
2
Volatilität
2
ACD-POT
1
Aktienindex
1
Autocorrelation
1
Autokorrelation
1
Autoregressive conditional duration
1
Backtesting
1
Conditional extreme value theory
1
Conditional value-at-risk
1
Copula models
1
Deutschland
1
Elektrizitätswirtschaft
1
Expected Shortfall
1
Expected shortfall
1
Finanzmathematik
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Herrera, Rodrigo
2
Clements, Adam
1
Fuentes, Fernanda
1
González, Nicolás
1
Nieto, Maria Rosa
1
Ruiz, Esther
1
Taleb, Nassim Nicholas
1
more ...
less ...
Published in...
All
International journal of forecasting
Insurance / Mathematics & economics
27
Discussion paper / Center for Economic Research, Tilburg University
13
Risks : open access journal
13
Applied economics
11
The journal of operational risk
10
Working papers / TSE : WP
10
Journal of banking & finance
9
Journal of econometrics
9
Discussion paper / Tinbergen Institute
8
Economic modelling
8
Finance research letters
8
Journal of risk
7
Economics letters
6
International review of financial analysis
6
Journal of empirical finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of international financial markets, institutions & money
5
SFB 649 discussion paper
5
DNB working paper
4
Dissertation Series CentER
4
Journal of financial econometrics
4
Journal of mathematical finance
4
Scandinavian actuarial journal
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Applied economics letters
3
Documents de recherche / ESSEC Centre de Recherche
3
Econometric theory
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial stability
3
Journal of forecasting
3
Journal of international money and finance
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working paper series in economics
3
ASTIN bulletin : the journal of the International Actuarial Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
2
On the statistical differences between binary forecasts and real-world payoffs
Taleb, Nassim Nicholas
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1228-1240
Persistent link: https://www.econbiz.de/10012546083
Saved in:
3
Frontiers in VaR forecasting and backtesting
Nieto, Maria Rosa
;
Ruiz, Esther
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
Saved in:
4
The modeling and forecasting of extreme events in electricity spot markets
Herrera, Rodrigo
;
González, Nicolás
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 477-490
Persistent link: https://www.econbiz.de/10010511552
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->