//--> //--> //-->
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
~institution:"Instituto Valenciano de Investigaciones Económicas"
~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Theory"
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:"Expected tail loss"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theory
Risikomaß
4
Risk measure
4
Credit risk
2
Kreditrisiko
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Argentina
1
Argentinien
1
Electric power industry
1
Electricity price
1
Elektrizitätswirtschaft
1
Forecasting model
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Risikomanagement
1
Risk management
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Statistical distribution
1
Statistische Verteilung
1
Stock index
1
Strompreis
1
Theorie
1
VAR model
1
VAR-Modell
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Working Paper
1
Language
All
English
1
Author
All
Ñíguez, Trino-Manuel
1
Institution
All
Instituto Valenciano de Investigaciones Económicas
International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
5
Springer Fachmedien Wiesbaden
4
Friedrich-Schiller-Universität Jena
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Springer-Verlag GmbH
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Basel Committee on Banking Supervision
2
Pensions Institute
2
Universität Mannheim
2
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Christian-Albrechts-Universität zu Kiel
1
Edward Elgar Publishing
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
HFDF <2, 1998, Zürich>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Massachusetts Institute of Technology / Department of Economics
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Technische Universität Chemnitz
1
University of Strathclyde / Department of Economics
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Verlag Dr. Kovač
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Walter de Gruyter GmbH & Co. KG
1
more ...
less ...
Published in...
All
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->