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type_genre:"Article in journal"
~isPartOf:"Journal of risk"
~subject:"Statistische Verteilung"
~type_genre:"Bibliografie enthalten"
~type_genre:"Mehrbändiges Werk"
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Search: subject_exact:"Estimation theory"
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Statistische Verteilung
Estimation theory
31
Schätztheorie
31
Risikomaß
21
Risk measure
21
Estimation
13
Portfolio selection
13
Portfolio-Management
13
Schätzung
13
ARCH model
12
ARCH-Modell
12
Risiko
7
Risk
7
Statistical distribution
7
Time series analysis
6
Zeitreihenanalyse
6
Capital income
5
Kapitaleinkommen
5
Volatility
5
Volatilität
5
expected shortfall (ES)
5
value-at-risk (VaR)
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Forecasting model
4
Prognoseverfahren
4
Risikomanagement
4
Risk management
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Measurement
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Messung
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generalized autoregressive conditional heteroscedasticity (GARCH)
3
Aktienindex
2
Autocorrelation
2
Autokorrelation
2
Bias
2
Börsenkurs
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Correlation
2
Credit risk
2
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Article in journal
Bibliografie enthalten
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English
7
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Abad, Pilar
1
Arunachalam, Viswanathan
1
Belhad, Ahmed
1
Benito Muela, Sonia
1
Berens, Tobias
1
Hamidieh, Kam
1
Jiménez, José Alfredo
1
Lamb, John D.
1
Lauria, Davide
1
López-Martín, Carmen
1
Marumo, Kohei
1
Monville, Maura E.
1
Sánchez Granero, Miguel Angel
1
Tee, Kaihong
1
Trindade, A. Alexandre
1
Weiß, Gregory N. F.
1
Wolff, Rodney C.
1
Ziggel, Daniel
1
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Journal of risk
Journal of econometrics
59
Insurance / Mathematics & economics
43
Econometric theory
24
Economics letters
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Econometric reviews
21
Journal of the American Statistical Association : JASA
17
The econometrics journal
15
European journal of operational research : EJOR
12
Econometrics : open access journal
11
International journal of forecasting
10
Statistical papers
10
Risks : open access journal
9
Computational economics
8
Journal of empirical finance
8
Journal of financial econometrics
8
Applied economics
7
Applied economics letters
7
Astin bulletin : the journal of the International Actuarial Association
7
Finance research letters
7
Journal of banking & finance
7
Journal of mathematical finance
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The journal of operational risk
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International journal of quality & reliability management
5
Journal of economic inequality
5
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
Scandinavian actuarial journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of statistical and econometric methods
4
Operations research letters
4
Quantitative finance
4
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
3
Annals of financial economics
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ECONIS (ZBW)
7
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1
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
2
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
3
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
4
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
5
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
6
On optimal smoothing of density estimators obtained from orthogonal polynomial expansion methods
Marumo, Kohei
;
Wolff, Rodney C.
- In:
Journal of risk
18
(
2015/2016
)
3
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011439101
Saved in:
7
Using Tukey's g and h family of distributions to calculate value-at-risk and conditional value-at-risk
Jiménez, José Alfredo
;
Arunachalam, Viswanathan
- In:
Journal of risk
13
(
2010/11
)
4
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009233504
Saved in:
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