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Risikomaß
32
Risk measure
32
ARCH model
15
ARCH-Modell
15
Theorie
15
Theory
15
Value-at-Risk
14
Risikomanagement
12
Risk management
12
Portfolio selection
11
Portfolio-Management
11
Estimation
10
Schätzung
10
Statistical distribution
10
Statistische Verteilung
10
GARCH
9
Value at Risk
9
Forecasting model
7
Prognoseverfahren
7
Risk
7
Volatility
7
Volatilität
7
risk management
7
Risiko
6
Basel Accord
5
Basler Akkord
5
VAR model
4
VAR-Modell
4
Bank risk
3
Bankrisiko
3
Business network
3
CVaR
3
Capital income
3
Estimation theory
3
Expected Shortfall
3
GARCH models
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Kapitaleinkommen
3
Regulation
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Schätztheorie
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32
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English
35
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13
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Chlebus, Marcin
9
BAUWENS, Luc
5
Billio, Monica
5
Frattarolo, Lorenzo
4
GIOT, Pierre
4
Hassani, Samir Saissi
4
Buczyński, Mateusz
3
Caporin, Massimiliano
3
Dionne, Georges
3
Pelizzon, Loriana
3
Barro, Diana
2
Benavides, Guillermo
2
Canestrelli, Elio
2
Corradin, Fausto
2
Guégan, Dominique
2
HEINEN, Andréas
2
Hassani, Bertrand
2
LAURENT, Sébastien
2
RENGIFO, Erick
2
ROMBOUTS, Jeroen V.K.
2
STORTI, Giuseppe
2
Sartore, Domenico
2
VALDESOGO, Alfonso
2
Afonso, António
1
BEN OMRANE, Walid
1
BOS, Charles S.
1
BOUADDI, Mohammed
1
BRAIONE, Manuela
1
Barziy, Illya
1
Braione, Manuela
1
Buczyńsk, Mateusz
1
CARPANTIER, Jean - François
1
CHOLLETE, Loran
1
Casarin, Roberto
1
Chollete, Loran
1
Cipollini, Fabrizio
1
DIJK, Herman K. VAN
1
Gallo, Giampiero M.
1
Gomes, Pedro
1
Hasse, Jean-Baptiste
1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
16
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Center for Operations Research and Econometrics <Louvain-la-Neuve>
1
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CORE Discussion Papers
Working papers
Insurance / Mathematics & economics
219
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
113
Risks : open access journal
106
Finance research letters
94
Energy economics
71
Economic modelling
70
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
68
Discussion paper / Tinbergen Institute
64
MPRA Paper
61
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
44
Journal of econometrics
42
Computational economics
39
Insurance: Mathematics and Economics
39
International review of economics & finance : IREF
37
Risks
37
The European journal of finance
37
Tinbergen Institute Discussion Papers
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of Risk and Financial Management
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Tinbergen Institute Discussion Paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
33
Scandinavian actuarial journal
33
Applied economics letters
31
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ECONIS (ZBW)
32
RePEc
16
USB Cologne (business full texts)
1
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1
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
2
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
3
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
4
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
5
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
6
GARCHNet -
Value-at-Risk
forecasting with novel approach to GARCH models based on neural networks
Buczyński, Mateusz
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795155
Saved in:
7
HCR & HCR-GARCH - novel statistical learning models for
value
at
risk
estimation
Woźniak, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795164
Saved in:
8
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
9
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
10
The effectiveness of
Value-at-Risk
models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
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