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~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Working papers"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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Prognoseverfahren
Schätzung
Risikomaß
84
Risk measure
84
Theorie
35
Theory
35
Portfolio selection
33
Portfolio-Management
33
Risk management
29
ARCH model
28
ARCH-Modell
28
Risikomanagement
28
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26
Risk
23
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22
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22
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22
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20
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20
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16
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12
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8
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English
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Chlebus, Marcin
6
Hassani, Samir Saissi
4
Caporin, Massimiliano
3
Dionne, Georges
3
Billio, Monica
2
Buczyński, Mateusz
2
Frattarolo, Lorenzo
2
McAleer, Michael
2
Pelizzon, Loriana
2
Alexeev, Vitali
1
Ardakani, Omid M.
1
Ardia, David
1
Asai, Manabu
1
Barro, Diana
1
Benavides, Guillermo
1
Bouaddi, Mohammed
1
Buczyńsk, Mateusz
1
Byström, Hans N. E.
1
Canestrelli, Elio
1
Chan, Jennifer So-Kuen
1
Chen, Guojin
1
Chen, Yi-Hsuan
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Chávez-Bedoya, Luis
1
Cipollini, Fabrizio
1
D'Addona, Stefano
1
Feng, Jiabao
1
Feng, Xingdong
1
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1
Han, Liyan
1
Hoogerheide, Lennart F.
1
Huang, Zhuo
1
Jimenez-Martin, Juan-Angel
1
Khanom, Najrin
1
Kok Haur Ng
1
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1
Larocque, Denis
1
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Economics letters
International review of economics & finance : IREF
Working papers
International journal of forecasting
48
Finance research letters
33
Journal of banking & finance
33
Journal of forecasting
33
Journal of risk
30
The North American journal of economics and finance : a journal of financial economics studies
26
Discussion paper / Tinbergen Institute
24
International review of financial analysis
24
Applied economics
23
Risks : open access journal
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The journal of risk model validation
21
Energy economics
20
Economic modelling
19
Journal of econometrics
18
Journal of financial econometrics
17
Quantitative finance
17
Journal of risk and financial management : JRFM
15
Econometric Institute research papers
14
Insurance / Mathematics & economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Research in international business and finance
13
Journal of economic dynamics & control
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
11
Working paper
11
CFS working paper series
10
Pacific-Basin finance journal
10
Applied economics letters
9
SFB 649 discussion paper
9
The European journal of finance
9
Journal of risk management in financial institutions
8
CESifo working papers
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
Journal of mathematical finance
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ECONIS (ZBW)
36
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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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