//--> //--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
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:"Value at Risk"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Kapitaleinkommen
Risikomaß
96
Risk measure
96
Volatility
43
Volatilität
43
Portfolio selection
40
Portfolio-Management
40
ARCH model
34
ARCH-Modell
34
Capital income
27
Risk management
27
Estimation
26
Risikomanagement
26
Schätzung
26
Forecasting model
23
Prognoseverfahren
23
Welt
20
World
20
Financial crisis
18
Finanzkrise
18
Spillover effect
18
Spillover-Effekt
18
Basel Accord
17
Basler Akkord
17
Theorie
17
Theory
17
Aktienmarkt
14
Börsenkurs
14
Multivariate Verteilung
14
Multivariate distribution
14
Risiko
14
Risk
14
Share price
14
Stock market
14
Statistical distribution
13
Statistische Verteilung
13
Ausreißer
9
Bank risk
9
Bankrisiko
9
Outliers
9
more ...
less ...
Online availability
All
Undetermined
20
Free
6
Type of publication
All
Article
24
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
Author
All
McAleer, Michael
4
Asai, Manabu
3
Bi̇rbi̇l, Ş. İlker
2
Frenk, Johannes G.
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Kaynar, Bahar
2
Mo, Guoli
2
Tan, Chunzhi
2
Zhang, Weiguo
2
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Brugal, Ivan
1
Candido, Osvaldo
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Changqing, Luo
1
Chen, Miao-Ling
1
Cuñado Eizaguirre, Juncal
1
Demiralay, Sercan
1
Demirer, Rıza
1
Ding, Xiaoyi
1
Freire, Gustavo
1
Gillas, Konstantinos Gkillas
1
Guillén, Montserrat
1
Haas, Markus
1
Haensly, Paul J.
1
Horváth, Roman
1
Hsu, Ching-Chi
1
Ji, Qiang
1
Jiang, Cuixia
1
Kang, Sang Hoon
1
Krause, Jochen
1
Li, Leon
1
Li, Min-Jian
1
Liu, Bing-Yue
1
Liu, Fang
1
Liu, Lan
1
Liu, Tengdong
1
Liu, Xing
1
more ...
less ...
Published in...
All
Econometric Institute research papers
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
39
Journal of risk
29
Finance research letters
27
Journal of banking & finance
24
International review of financial analysis
21
Journal of econometrics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of empirical finance
14
Research in international business and finance
14
Discussion paper / Tinbergen Institute
13
Journal of forecasting
13
Applied economics
12
Energy economics
12
Journal of financial econometrics
12
Quantitative finance
12
Risks : open access journal
12
The journal of risk model validation
12
Journal of risk and financial management : JRFM
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Computational economics
8
European journal of operational research : EJOR
8
International review of economics & finance : IREF
8
Pacific-Basin finance journal
8
SFB 649 discussion paper
8
Economics letters
7
International journal of theoretical and applied finance
7
Journal of financial economics
7
Journal of international financial markets, institutions & money
7
Journal of mathematical finance
7
Review of quantitative finance and accounting
7
Economic modelling
6
Finance and economics discussion series
6
International journal of monetary economics and finance
6
Research paper series / Swiss Finance Institute
6
The European journal of finance
6
The journal of asset management
6
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
2
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
3
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
4
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
5
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
6
Forecasting the
Value-at-Risk
of REITs using realized volatility jump models
Odusami, Babatunde Olatunji
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186421
Saved in:
7
Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
Saved in:
8
Tail risk and investors' concerns : evidence from Brazil
Freire, Gustavo
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013187641
Saved in:
9
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
10
International portfolio of stock indices with spatiotemporal correlations : Can investors still benefit from portfolio, when and where?
Mo, Guoli
;
Tan, Chunzhi
;
Zhang, Weiguo
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 168-183
Persistent link: https://www.econbiz.de/10012117833
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->