//--> //--> //--> //-->
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
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
~subject:"Prognoseverfahren"
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 measure"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Prognoseverfahren
Risikomaß
244
Risk measure
244
Theorie
119
Theory
119
Portfolio selection
92
Portfolio-Management
92
Risk management
65
Risikomanagement
64
Forecasting model
63
Risk
59
Risiko
57
Statistical distribution
55
Statistische Verteilung
55
ARCH-Modell
45
Estimation
43
Schätzung
43
Volatility
41
Volatilität
41
Capital income
27
Kapitaleinkommen
27
Credit risk
25
Kreditrisiko
25
Financial crisis
24
Finanzkrise
24
Expected shortfall
23
Measurement
22
Messung
22
Systemic risk
21
Value-at-Risk
20
Basel Accord
19
Basler Akkord
19
Outliers
19
Systemrisiko
19
Ausreißer
18
Bank risk
17
Bankrisiko
17
Time series analysis
17
Zeitreihenanalyse
17
more ...
less ...
Online availability
All
Undetermined
49
Free
1
Type of publication
All
Article
80
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
80
Aufsatz in Zeitschrift
80
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
84
Author
All
Taylor, James W.
3
Weiß, Gregor
3
Bianchi, Michele Leonardo
2
Carriero, Andrea
2
Clark, Todd E.
2
Fuertes, Ana María
2
Gerlach, Richard
2
Herrera, Rodrigo
2
Kim, Young Shin
2
Lucas, André
2
Marcellino, Massimiliano
2
McNeil, Alexander J.
2
Polanski, Arnold
2
Ruiz, Esther
2
Stoja, Evarist
2
Taleb, Nassim Nicholas
2
Wang, Chao
2
Wied, Dominik
2
Ziggel, Daniel
2
Abeywardana, Sachin
1
Adams, Patrick A.
1
Adrian, Tobias
1
Alexander, Carol
1
Anand, Abhinav
1
Aramonte, Sirio
1
Ardia, David
1
Assimakopoulos, V.
1
Audrino, Francesco
1
Bali, Turan G.
1
Bams, Dennis
1
Banulescu, Georgiana-Denisa
1
Bar-Yam, Yaneer
1
Barone-Adesi, Giovanni
1
Baronyan, Sayad
1
Berens, Tobias
1
Blanchard, Gildas
1
Bluteau, Keven
1
Boffelli, Simona
1
Boucher, Christophe
1
Boudt, Kris
1
more ...
less ...
Published in...
All
Discussion papers / CEPR
International journal of forecasting
Journal of banking & finance
Journal of forecasting
34
Energy economics
33
Finance research letters
33
Journal of empirical finance
31
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of risk
29
Economic modelling
25
Discussion paper / Tinbergen Institute
22
The journal of risk model validation
22
Applied economics
21
International review of financial analysis
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of risk and financial management : JRFM
18
Working papers
17
Risks : open access journal
16
Journal of econometrics
15
Journal of financial econometrics
15
Econometric Institute research papers
14
International review of economics & finance : IREF
14
Quantitative finance
13
The European journal of finance
12
Research in international business and finance
11
Computational economics
10
Research paper series / Swiss Finance Institute
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Applied economics letters
9
CFS working paper series
9
Insurance / Mathematics & economics
9
Journal of international financial markets, institutions & money
9
Pacific-Basin finance journal
9
European journal of operational research : EJOR
8
International journal of economics and financial issues : IJEFI
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Journal of risk management in financial institutions
8
Risk management : a journal of risk, crisis and disaster
8
Working paper
8
CORE discussion paper : DP
7
more ...
less ...
Source
All
ECONIS (ZBW)
84
Showing
1
-
10
of
84
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
3
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
4
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
5
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:
6
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
7
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
8
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
9
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013286806
Saved in:
10
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->