//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of economic dynamics & control"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risikomaß
156
Risk measure
156
Theorie
64
Theory
64
Forecasting model
61
Volatility
56
Volatilität
56
ARCH model
53
ARCH-Modell
53
Portfolio selection
43
Portfolio-Management
43
Risk management
43
Risikomanagement
42
Estimation
36
Schätzung
36
Risk
35
Statistical distribution
35
Statistische Verteilung
35
Risiko
31
Capital income
26
Kapitaleinkommen
26
Oil price
25
Ölpreis
25
Multivariate Verteilung
19
Multivariate distribution
19
Welt
19
World
19
Spillover effect
16
Spillover-Effekt
16
Value at risk
16
Outliers
15
Ausreißer
14
Börsenkurs
14
Commodity derivative
14
Expected shortfall
14
Rohstoffderivat
14
Share price
14
Time series analysis
14
Zeitreihenanalyse
14
more ...
less ...
Online availability
All
Undetermined
43
Free
1
Type of publication
All
Article
61
Type of publication (narrower categories)
All
Article in journal
61
Aufsatz in Zeitschrift
61
Language
All
English
61
Author
All
Herrera, Rodrigo
4
Fuertes, Ana María
2
Gerlach, Richard
2
Lucas, André
2
Polanski, Arnold
2
Stoja, Evarist
2
Taleb, Nassim Nicholas
2
Taylor, James W.
2
Wang, Chao
2
Abeywardana, Sachin
1
Adams, Patrick A.
1
Adrian, Tobias
1
Ardia, David
1
Assimakopoulos, V.
1
Bams, Dennis
1
Bar-Yam, Yaneer
1
Baronyan, Sayad
1
Berger, Theo
1
Blanchard, Gildas
1
Bluteau, Keven
1
Boffelli, Simona
1
Boudt, Kris
1
Bouri, Elie
1
Boyarchenko, Nina
1
Cardós, Manuel
1
Catania, Leopoldo
1
Chen, Qian
1
Chen, Zhi
1
Cirillo, Pasquale
1
Clements, Adam
1
Dijk, Herman K. van
1
Diks, Cees G. H.
1
Dionne, Georges
1
Fan, Minjie
1
Fang, Hao
1
Fieberg, Christian
1
Fortin, Alain-Philippe
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Gaba, Anil
1
more ...
less ...
Published in...
All
Energy economics
International journal of forecasting
Journal of economic dynamics & control
Journal of forecasting
31
Finance research letters
22
Discussion paper / Tinbergen Institute
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of banking & finance
14
Journal of empirical finance
14
Risks : open access journal
14
International review of financial analysis
13
Econometric Institute research papers
11
Journal of financial econometrics
11
Journal of risk
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of risk model validation
11
Quantitative finance
10
Applied economics
9
Computational economics
8
Journal of risk and financial management : JRFM
8
Working paper
8
Applied economics letters
7
Economic modelling
7
The European journal of finance
7
Working papers
7
CFS working paper series
6
European journal of operational research : EJOR
6
Journal of econometrics
6
Journal of risk management in financial institutions
6
International review of economics & finance : IREF
5
Research paper series / Swiss Finance Institute
5
Discussion papers / CEPR
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
4
Pacific-Basin finance journal
4
Research in international business and finance
4
SFB 649 discussion paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of financial economics
3
CESifo working papers
3
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
Sort
Relevance
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
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
5
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
6
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:
7
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:
8
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
9
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:
10
On single point forecasts for fat-tailed variables
Taleb, Nassim Nicholas
;
Bar-Yam, Yaneer
;
Cirillo, Pasquale
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 413-422
Persistent link: https://www.econbiz.de/10013348601
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->